-17.0%
TEAM vs SHEL
+68.4%
-85.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.5% | +0.7% |
| 7D | -4.7% | +3.0% | -7.7% | -4.9% |
| 30D | +17.0% | +7.2% | +9.8% | +16.3% |
| 3M | +85.9% | +12.9% | +73.0% | +82.7% |
| 6M | +116.7% | +13.7% | +103.0% | +111.5% |
| YTD | +9.6% | +33.7% | -24.0% | +1.5% |
| 1Y | -2.5% | +37.9% | -40.4% | -11.2% |
| All | -17.0% | +68.4% | -85.4% | -32.8% |
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