+36.5%
SHEL vs TXT
-0.5%
+37.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +3.0% | +0.8% | +2.2% | +3.0% |
| 30D | +7.2% | -10.4% | +17.6% | +6.8% |
| 3M | +12.9% | -14.3% | +27.2% | +12.5% |
| 6M | +13.7% | -15.1% | +28.8% | +13.5% |
| YTD | +33.7% | -8.3% | +42.0% | +32.1% |
| All | +36.5% | -0.5% | +37.0% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling