-34.9%
TLT vs SHEL
+192.5%
-227.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | -0.3% | +3.0% | -3.3% | -0.1% |
| 30D | 0.0% | +7.2% | -7.2% | +0.5% |
| 3M | -2.9% | +12.9% | -15.8% | -2.0% |
| 6M | -6.3% | +13.7% | -20.0% | -5.3% |
| YTD | -3.3% | +33.7% | -37.0% | -1.4% |
| 1Y | -4.2% | +37.9% | -42.1% | -2.0% |
| 3Y | -1.7% | +70.2% | -71.9% | +2.3% |
| 5Y | -34.9% | +192.3% | -227.2% | -25.7% |
| All | -34.9% | +192.5% | -227.4% | -25.7% |
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