-1.1%
TLT vs SHEL
+70.3%
-71.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | +0.1% |
| 7D | +0.4% | +1.9% | -1.5% | +0.5% |
| 30D | -0.3% | +8.7% | -8.9% | 0.0% |
| 3M | -1.7% | +11.0% | -12.7% | -1.3% |
| 6M | -4.9% | +14.6% | -19.5% | -4.5% |
| YTD | -2.8% | +33.3% | -36.1% | -2.3% |
| 1Y | -4.2% | +37.9% | -42.1% | -3.8% |
| 3Y | -1.1% | +69.7% | -70.8% | -3.0% |
| All | -1.1% | +70.3% | -71.4% | -3.0% |
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