+70.0%
SHEL vs TXG
+39.1%
+30.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.4% |
| 7D | +3.9% | +5.0% | -1.1% | +3.8% |
| 30D | +7.0% | +13.5% | -6.5% | +6.5% |
| 3M | +12.5% | +128.0% | -115.5% | +9.2% |
| 6M | +14.8% | +224.4% | -209.7% | +9.3% |
| YTD | +34.2% | +307.0% | -272.8% | +25.8% |
| 1Y | +37.0% | +427.2% | -390.2% | +25.8% |
| All | +70.0% | +39.1% | +30.9% | +62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling