+419.8%
TXN vs SHEL
+214.0%
+205.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.5% |
| 7D | +4.0% | +4.1% | -0.1% | +2.6% |
| 30D | -2.9% | +8.4% | -11.2% | -5.4% |
| 3M | -9.1% | +13.7% | -22.8% | -13.1% |
| 6M | +36.6% | +12.7% | +23.9% | +30.6% |
| YTD | +57.5% | +35.3% | +22.2% | +41.0% |
| 1Y | +49.5% | +39.4% | +10.2% | +32.2% |
| 3Y | +76.5% | +71.5% | +5.1% | +44.9% |
| 5Y | +62.4% | +195.0% | -132.6% | +8.2% |
| All | +419.8% | +214.0% | +205.8% | +261.9% |
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