+160.4%
SHEL vs TYL
-21.3%
+181.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.9% |
| 7D | -8.8% | +6.7% | -15.5% | -9.3% |
| 30D | +2.3% | +26.5% | -24.2% | +0.3% |
| 3M | +11.6% | +37.3% | -25.7% | +8.5% |
| 6M | +15.7% | +31.2% | -15.5% | +12.7% |
| YTD | +38.6% | -7.4% | +45.9% | +39.2% |
| 1Y | +38.5% | -9.6% | +48.0% | +39.4% |
| 3Y | +66.9% | +1.9% | +65.0% | +63.6% |
| All | +160.4% | -21.3% | +181.7% | +160.2% |
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 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