-12.6%
TLT vs SHEL
+223.0%
-235.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.3% |
| 7D | -3.1% | +0.8% | -3.9% | -3.0% |
| 30D | +1.0% | -3.6% | +4.6% | +0.7% |
| 3M | -2.7% | +12.0% | -14.8% | -1.6% |
| 6M | -4.1% | +19.7% | -23.8% | -2.4% |
| YTD | -5.4% | +39.6% | -45.0% | -2.2% |
| 1Y | -7.0% | +36.4% | -43.5% | -4.1% |
| 3Y | +2.8% | +70.2% | -67.4% | +8.6% |
| 5Y | -35.4% | +169.2% | -204.6% | -27.7% |
| All | -12.6% | +223.0% | -235.6% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling