+2,876.9%
TQQQ vs SHEL
+214.0%
+2,662.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.7% | +1.9% |
| 7D | -1.9% | +4.1% | -6.0% | -4.9% |
| 30D | -4.9% | +8.4% | -13.2% | -10.7% |
| 3M | -6.4% | +13.7% | -20.1% | -16.4% |
| 6M | +44.4% | +12.7% | +31.7% | +28.3% |
| YTD | +35.2% | +35.3% | -0.1% | +3.2% |
| 1Y | +49.5% | +39.4% | +10.1% | +11.3% |
| 3Y | +250.7% | +71.5% | +179.3% | +122.6% |
| 5Y | +104.7% | +195.0% | -90.3% | -17.9% |
| All | +2,876.9% | +214.0% | +2,662.9% | +1,490.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling