+126.0%
SHEL vs TXG
+27.0%
+99.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | +4.1% | +9.5% | -5.4% | +3.7% |
| 30D | +8.4% | +18.8% | -10.4% | +7.4% |
| 3M | +13.7% | +136.1% | -122.4% | +8.5% |
| 6M | +12.7% | +235.2% | -222.5% | +5.1% |
| YTD | +35.3% | +320.5% | -285.2% | +24.1% |
| 1Y | +39.4% | +425.2% | -385.8% | +25.5% |
| 3Y | +71.5% | +42.9% | +28.6% | +62.0% |
| 5Y | +195.0% | -62.8% | +257.8% | +194.3% |
| All | +126.0% | +27.0% | +99.0% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TXG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling