+49.5%
TXN vs SHEL
+39.6%
+10.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.9% |
| 7D | +4.0% | +4.1% | -0.1% | +4.5% |
| 30D | -2.9% | +8.4% | -11.2% | -2.0% |
| 3M | -9.1% | +13.7% | -22.8% | -7.4% |
| 6M | +36.6% | +12.7% | +23.9% | +38.6% |
| YTD | +57.5% | +35.3% | +22.2% | +59.9% |
| 1Y | +49.5% | +39.4% | +10.2% | +53.2% |
| All | +49.5% | +39.6% | +10.0% | +53.2% |
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