+19.6%
TMO vs SHEL
+70.5%
-50.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -0.6% | +4.1% | -4.8% | -1.4% |
| 30D | +1.1% | +8.4% | -7.3% | -0.5% |
| 3M | +28.3% | +13.7% | +14.6% | +25.0% |
| 6M | +23.3% | +12.7% | +10.6% | +19.8% |
| YTD | +5.5% | +35.3% | -29.9% | -3.7% |
| 1Y | +24.5% | +39.4% | -14.8% | +12.5% |
| 3Y | +19.6% | +71.5% | -51.9% | +2.5% |
| All | +19.6% | +70.5% | -50.9% | +2.5% |
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