+192.5%
SHEL vs TXT
+10.7%
+181.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +3.9% | -0.2% | +4.1% | +4.0% |
| 30D | +7.0% | -10.2% | +17.2% | +9.9% |
| 3M | +12.5% | -13.3% | +25.8% | +16.2% |
| 6M | +14.8% | -14.4% | +29.1% | +18.6% |
| YTD | +34.2% | -9.1% | +43.3% | +35.5% |
| 1Y | +37.0% | -2.2% | +39.2% | +34.8% |
| 3Y | +70.9% | +5.1% | +65.8% | +59.8% |
| 5Y | +192.5% | +12.8% | +179.7% | +159.1% |
| All | +192.5% | +10.7% | +181.8% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling