+1,622.6%
T vs SHEL
+2,650.9%
-1,028.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +2.5% | +0.8% | +1.8% | +2.4% |
| 30D | -3.8% | -3.6% | -0.2% | -3.2% |
| 3M | -8.7% | +12.0% | -20.8% | -10.9% |
| 6M | -8.1% | +19.7% | -27.8% | -11.6% |
| YTD | -6.4% | +39.6% | -46.1% | -13.0% |
| 1Y | -9.8% | +36.4% | -46.2% | -15.7% |
| 3Y | +65.5% | +70.2% | -4.7% | +46.7% |
| 5Y | +57.0% | +169.2% | -112.3% | +24.9% |
| 10Y | +60.8% | +217.1% | -156.3% | +19.1% |
| All | +1,622.6% | +2,650.9% | -1,028.3% | +953.2% |
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