+285.0%
TSM vs SHEL
+192.5%
+92.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +4.8% | +3.0% | +1.8% | +3.8% |
| 30D | +4.0% | +7.2% | -3.2% | +1.6% |
| 3M | +2.0% | +12.9% | -10.9% | -2.3% |
| 6M | +25.5% | +13.7% | +11.8% | +19.1% |
| YTD | +44.0% | +33.7% | +10.3% | +28.0% |
| 1Y | +75.4% | +37.9% | +37.6% | +53.9% |
| 3Y | +406.7% | +70.2% | +336.5% | +308.8% |
| 5Y | +285.0% | +192.3% | +92.6% | +161.1% |
| All | +285.0% | +192.5% | +92.5% | +161.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling