+188.8%
SHEL vs TXG
-62.8%
+251.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.7% |
| 7D | +4.1% | +9.5% | -5.4% | +3.8% |
| 30D | +8.4% | +18.8% | -10.4% | +7.7% |
| 3M | +13.7% | +136.1% | -122.4% | +9.7% |
| 6M | +12.7% | +235.2% | -222.5% | +6.7% |
| YTD | +35.3% | +320.5% | -285.2% | +26.3% |
| 1Y | +39.4% | +425.2% | -385.8% | +28.1% |
| 3Y | +71.5% | +42.9% | +28.6% | +62.7% |
| All | +188.8% | -62.8% | +251.6% | +159.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling