+68.0%
SHEL vs TXT
+11.3%
+56.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | -1.6% | -1.1% | -0.5% | -1.4% |
| 30D | -4.3% | +13.3% | -17.6% | -6.5% |
| 3M | +10.4% | -5.1% | +15.5% | +11.2% |
| 6M | +17.5% | -7.1% | +24.7% | +18.5% |
| YTD | +37.8% | -3.2% | +41.0% | +36.4% |
| 1Y | +33.8% | +2.3% | +31.5% | +30.3% |
| All | +68.0% | +11.3% | +56.7% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling