+2,650.9%
SHEL vs TXT
+2,196.3%
+454.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -3.6% | +13.3% | -16.9% | -7.2% |
| 3M | +12.0% | -5.0% | +17.0% | +13.2% |
| 6M | +19.7% | -8.4% | +28.1% | +21.6% |
| YTD | +39.6% | -4.0% | +43.6% | +39.0% |
| 1Y | +36.4% | +2.8% | +33.6% | +33.1% |
| 3Y | +70.2% | +10.3% | +59.9% | +60.3% |
| 5Y | +169.2% | +9.2% | +160.1% | +150.7% |
| 10Y | +217.1% | +89.6% | +127.5% | +143.8% |
| All | +2,650.9% | +2,196.3% | +454.6% | +1,338.1% |
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 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