+76.5%
TXN vs SHEL
+70.5%
+6.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | +4.1% | -0.1% | +2.8% |
| 30D | -2.9% | +8.4% | -11.2% | -5.0% |
| 3M | -9.1% | +13.7% | -22.8% | -12.5% |
| 6M | +36.6% | +12.7% | +23.9% | +31.4% |
| YTD | +57.5% | +35.3% | +22.2% | +39.9% |
| 1Y | +49.5% | +39.4% | +10.2% | +30.6% |
| 3Y | +76.5% | +71.5% | +5.1% | +42.0% |
| All | +76.5% | +70.5% | +6.1% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling