+220.3%
SHEL vs TT
+725.1%
-504.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.8% |
| 7D | +0.8% | +4.0% | -3.3% | -0.6% |
| 30D | -3.6% | -11.3% | +7.7% | +0.1% |
| 3M | +12.0% | -12.3% | +24.3% | +16.6% |
| 6M | +19.7% | -10.8% | +30.5% | +22.8% |
| YTD | +39.6% | +8.2% | +31.5% | +32.0% |
| 1Y | +36.4% | +1.5% | +35.0% | +32.0% |
| 3Y | +70.2% | +91.5% | -21.3% | +21.4% |
| 5Y | +169.2% | +130.2% | +39.0% | +70.7% |
| All | +220.3% | +725.1% | -504.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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