+66.4%
SHEL vs TYL
-8.1%
+74.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +0.8% |
| 7D | +2.2% | -3.7% | +5.9% | +2.4% |
| 30D | +6.8% | +18.7% | -11.9% | +6.0% |
| 3M | +8.1% | +18.1% | -10.0% | +7.2% |
| 6M | +14.4% | -1.1% | +15.5% | +14.5% |
| YTD | +30.0% | -19.8% | +49.8% | +31.6% |
| 1Y | +33.3% | -34.3% | +67.6% | +38.1% |
| All | +66.4% | -8.1% | +74.6% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling