+207.4%
SHEL vs TXT
+103.1%
+104.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.7% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.0% | -10.2% | +17.2% | +11.8% |
| 3M | +12.5% | -13.3% | +25.8% | +18.6% |
| 6M | +14.8% | -14.4% | +29.1% | +20.9% |
| YTD | +34.2% | -9.1% | +43.3% | +36.7% |
| 1Y | +37.0% | -2.2% | +39.2% | +34.6% |
| 3Y | +70.9% | +5.1% | +65.8% | +57.7% |
| 5Y | +192.5% | +12.8% | +179.7% | +151.8% |
| All | +207.4% | +103.1% | +104.3% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TXT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling