+131.2%
TLT vs SHEL
+578.0%
-446.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.3% |
| 7D | -0.4% | +2.2% | -2.7% | -0.1% |
| 30D | -0.6% | +6.8% | -7.4% | +0.3% |
| 3M | -2.7% | +8.1% | -10.8% | -1.7% |
| 6M | -5.6% | +14.4% | -20.0% | -3.8% |
| YTD | -2.8% | +30.0% | -32.7% | +0.8% |
| 1Y | -1.4% | +33.3% | -34.8% | +2.6% |
| 3Y | -1.6% | +66.4% | -68.0% | +5.9% |
| 5Y | -33.8% | +178.6% | -212.4% | -22.6% |
| 10Y | -21.1% | +198.4% | -219.6% | -3.4% |
| All | +131.2% | +578.0% | -446.8% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling