+4.8%
TLT vs SHEL
+67.9%
-63.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | -1.0% | -3.9% | +2.9% | -1.2% |
| 30D | +4.1% | -3.7% | +7.8% | +4.0% |
| 3M | -0.4% | +9.1% | -9.4% | 0.0% |
| 6M | -3.2% | +16.7% | -19.9% | -2.5% |
| YTD | -3.5% | +36.8% | -40.3% | -2.8% |
| 1Y | -5.8% | +31.8% | -37.6% | -5.1% |
| All | +4.8% | +67.9% | -63.1% | +2.2% |
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 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