+102.9%
T vs SHEL
+68.4%
+34.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -3.1% | +3.0% | -6.1% | -3.4% |
| 30D | +4.6% | +7.2% | -2.6% | +3.8% |
| 3M | +12.2% | +12.9% | -0.7% | +10.7% |
| 6M | -6.5% | +13.7% | -20.1% | -7.7% |
| YTD | +4.9% | +33.7% | -28.8% | +2.2% |
| 1Y | -10.5% | +37.9% | -48.4% | -13.1% |
| All | +102.9% | +68.4% | +34.5% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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