+4.6%
TSLA vs SHEL
+32.9%
-28.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -5.8% |
| 7D | +1.5% | +2.2% | -0.7% | +1.8% |
| 30D | +10.1% | +6.8% | +3.3% | +10.8% |
| 3M | -15.4% | +8.1% | -23.5% | -14.0% |
| 6M | -12.8% | +14.4% | -27.2% | -13.0% |
| YTD | -21.3% | +30.0% | -51.2% | -22.9% |
| 1Y | +4.6% | +33.3% | -28.7% | +3.6% |
| All | +4.6% | +32.9% | -28.3% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling