+2,460.3%
SHEL vs TXT
+2,070.1%
+390.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | +2.2% | -4.8% | +7.0% | +3.7% |
| 30D | +6.8% | -10.6% | +17.5% | +10.2% |
| 3M | +8.1% | -13.2% | +21.3% | +12.0% |
| 6M | +14.4% | -20.3% | +34.8% | +21.1% |
| YTD | +30.0% | -9.3% | +39.2% | +32.0% |
| 1Y | +33.3% | -2.7% | +36.0% | +32.4% |
| 3Y | +66.4% | +1.4% | +65.1% | +61.1% |
| 5Y | +178.6% | +9.6% | +169.0% | +159.5% |
| 10Y | +198.4% | +94.9% | +103.5% | +129.0% |
| All | +2,460.3% | +2,070.1% | +390.2% | +1,265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling