+47,655.7%
TSCO vs SHEL
+1,420.2%
+46,235.5%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -3.1% | +3.9% | -7.1% | -4.0% |
| 30D | -4.4% | +7.0% | -11.3% | -5.9% |
| 3M | +9.7% | +12.5% | -2.8% | +6.4% |
| 6M | -32.4% | +14.8% | -47.2% | -34.9% |
| YTD | -31.7% | +34.2% | -65.8% | -36.8% |
| 1Y | -41.3% | +37.0% | -78.3% | -46.0% |
| 3Y | -18.3% | +70.9% | -89.2% | -29.4% |
| 5Y | -10.3% | +192.5% | -202.8% | -33.7% |
| 10Y | +188.5% | +208.5% | -20.0% | +98.5% |
| All | +47,655.7% | +1,420.2% | +46,235.5% | +25,766.6% |
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