+1,872.1%
T vs SHEL
+2,460.3%
-588.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | +11.4% | +6.8% | +4.5% | +9.9% |
| 3M | +14.3% | +8.1% | +6.2% | +12.4% |
| 6M | -9.3% | +14.4% | -23.7% | -11.9% |
| YTD | +7.1% | +30.0% | -22.9% | +1.2% |
| 1Y | -9.1% | +33.3% | -42.4% | -14.6% |
| 3Y | +105.3% | +66.4% | +38.9% | +82.8% |
| 5Y | +66.8% | +178.6% | -111.8% | +31.7% |
| 10Y | +66.8% | +198.4% | -131.6% | +25.1% |
| All | +1,872.1% | +2,460.3% | -588.1% | +1,124.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling