+228.2%
TER vs SHEL
+192.5%
+35.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | +12.4% | +3.0% | +9.3% | +11.2% |
| 30D | +5.1% | +7.2% | -2.1% | +2.5% |
| 3M | +4.0% | +12.9% | -8.9% | -0.8% |
| 6M | +29.5% | +13.7% | +15.8% | +22.4% |
| YTD | +98.5% | +33.7% | +64.8% | +75.0% |
| 1Y | +234.1% | +37.9% | +196.2% | +191.0% |
| 3Y | +289.0% | +70.2% | +218.8% | +211.6% |
| 5Y | +228.2% | +192.3% | +35.8% | +123.7% |
| All | +228.2% | +192.5% | +35.7% | +123.7% |
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 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