+57.8%
T vs SHEL
+164.9%
-107.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +2.5% | +0.8% | +1.8% | +2.4% |
| 30D | -3.8% | -3.6% | -0.2% | -3.3% |
| 3M | -8.7% | +12.0% | -20.8% | -10.5% |
| 6M | -8.1% | +19.7% | -27.8% | -10.9% |
| YTD | -6.4% | +39.6% | -46.1% | -11.5% |
| 1Y | -9.8% | +36.4% | -46.2% | -14.4% |
| 3Y | +65.5% | +70.2% | -4.7% | +49.8% |
| All | +57.8% | +164.9% | -107.1% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling