-19.7%
TSCO vs SHEL
+70.5%
-90.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.6% |
| 7D | -5.7% | +4.1% | -9.8% | -6.1% |
| 30D | -8.8% | +8.4% | -17.1% | -9.6% |
| 3M | +6.3% | +13.7% | -7.4% | +4.7% |
| 6M | -32.3% | +12.7% | -45.0% | -33.3% |
| YTD | -32.7% | +35.3% | -68.0% | -36.0% |
| 1Y | -43.7% | +39.4% | -83.0% | -46.7% |
| 3Y | -19.7% | +71.5% | -91.1% | -27.5% |
| All | -19.7% | +70.5% | -90.2% | -27.5% |
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