+2,629.4%
SHEL vs TT
+14,465.8%
-11,836.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.8% |
| 7D | -8.8% | -2.0% | -6.8% | -8.3% |
| 30D | +2.3% | -14.0% | +16.3% | +6.8% |
| 3M | +11.6% | -15.9% | +27.4% | +17.1% |
| 6M | +15.7% | -17.3% | +33.0% | +21.2% |
| YTD | +38.6% | +4.0% | +34.6% | +34.4% |
| 1Y | +38.5% | -7.1% | +45.6% | +39.0% |
| 3Y | +66.9% | +90.2% | -23.4% | +30.6% |
| 5Y | +160.6% | +131.1% | +29.4% | +86.6% |
| 10Y | +214.1% | +777.7% | -563.6% | +47.1% |
| All | +2,629.4% | +14,465.8% | -11,836.5% | +508.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling