+204.1%
SHEL vs TYL
+174.6%
+29.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -5.8% | +3.5% | -9.3% | -6.2% |
| 30D | -1.3% | +26.9% | -28.2% | -4.4% |
| 3M | +12.7% | +33.8% | -21.1% | +8.1% |
| 6M | +19.9% | +28.8% | -9.0% | +15.2% |
| YTD | +38.3% | -7.9% | +46.1% | +38.7% |
| 1Y | +35.7% | -9.8% | +45.4% | +36.5% |
| 3Y | +71.7% | +1.2% | +70.5% | +67.1% |
| 5Y | +158.4% | -22.8% | +181.2% | +160.0% |
| 10Y | +204.1% | +168.8% | +35.3% | +136.6% |
| All | +204.1% | +174.6% | +29.5% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling