-52.1%
TSLL vs SHEL
+119.4%
-171.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.2% | +11.1% | +11.0% |
| 7D | -14.3% | -5.8% | -8.5% | -11.1% |
| 30D | -6.2% | -1.3% | -4.9% | -6.0% |
| 3M | +21.2% | +12.7% | +8.5% | +11.4% |
| 6M | -36.6% | +19.9% | -56.4% | -44.7% |
| YTD | -47.8% | +38.3% | -86.0% | -60.6% |
| 1Y | -45.2% | +35.7% | -80.9% | -58.1% |
| 3Y | -3.3% | +71.7% | -75.0% | -36.8% |
| All | -52.1% | +119.4% | -171.6% | -72.6% |
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 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