+20,639.1%
TXN vs SHEL
+2,533.2%
+18,105.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +2.7% | +3.0% | -0.4% | +1.9% |
| 30D | -6.7% | +7.2% | -13.9% | -8.4% |
| 3M | -8.9% | +12.9% | -21.8% | -12.1% |
| 6M | +34.7% | +13.7% | +21.0% | +29.5% |
| YTD | +53.3% | +33.7% | +19.6% | +40.9% |
| 1Y | +45.0% | +37.9% | +7.2% | +32.0% |
| 3Y | +73.1% | +70.2% | +2.9% | +48.6% |
| 5Y | +59.9% | +192.3% | -132.4% | +17.3% |
| 10Y | +415.7% | +207.3% | +208.4% | +258.2% |
| All | +20,639.1% | +2,533.2% | +18,105.8% | +11,810.9% |
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 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