+162.6%
SHEL vs TYL
-23.0%
+185.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -3.6% | +21.1% | -24.7% | -5.1% |
| 3M | +12.0% | +28.9% | -16.9% | +9.6% |
| 6M | +19.7% | +42.0% | -22.3% | +15.8% |
| YTD | +39.6% | -6.6% | +46.2% | +40.2% |
| 1Y | +36.4% | -9.1% | +45.5% | +37.4% |
| 3Y | +70.2% | +1.8% | +68.4% | +67.0% |
| All | +162.6% | -23.0% | +185.7% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling