+12,919.2%
TSM vs SHEL
+533.8%
+12,385.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +14.8% | -1.6% | +16.4% | +15.6% |
| 30D | -8.9% | -4.3% | -4.6% | -7.3% |
| 3M | -5.3% | +10.4% | -15.6% | -9.8% |
| 6M | +2.6% | +17.5% | -15.0% | -5.8% |
| YTD | +34.5% | +37.8% | -3.3% | +13.9% |
| 1Y | +41.0% | +33.8% | +7.2% | +20.9% |
| 3Y | +333.1% | +69.1% | +264.0% | +231.5% |
| 5Y | +270.1% | +165.7% | +104.4% | +123.1% |
| 10Y | +1,608.7% | +212.9% | +1,395.8% | +757.4% |
| All | +12,919.2% | +533.8% | +12,385.5% | +4,010.3% |
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