+129.5%
TLT vs SHEL
+613.9%
-484.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | +0.1% |
| 7D | -1.0% | -3.9% | +2.9% | -1.5% |
| 30D | +4.1% | -3.7% | +7.8% | +3.7% |
| 3M | -0.4% | +9.1% | -9.4% | +0.8% |
| 6M | -3.2% | +16.7% | -19.9% | -1.0% |
| YTD | -3.5% | +36.8% | -40.3% | +0.8% |
| 1Y | -5.8% | +31.8% | -37.6% | -2.1% |
| 3Y | +4.6% | +67.9% | -63.3% | +12.6% |
| 5Y | -34.4% | +163.3% | -197.7% | -23.9% |
| 10Y | -11.4% | +210.7% | -222.1% | +9.0% |
| All | +129.5% | +613.9% | -484.4% | +243.8% |
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 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