+2,460.3%
SHEL vs TT
+16,138.6%
-13,678.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +6.8% | -7.2% | +14.0% | +9.2% |
| 3M | +8.1% | -3.0% | +11.1% | +8.4% |
| 6M | +14.4% | +1.4% | +13.1% | +12.5% |
| YTD | +30.0% | +15.9% | +14.1% | +22.4% |
| 1Y | +33.3% | +9.4% | +23.9% | +27.5% |
| 3Y | +66.4% | +124.4% | -57.9% | +23.5% |
| 5Y | +178.6% | +138.0% | +40.6% | +98.4% |
| 10Y | +198.4% | +886.4% | -688.0% | +35.2% |
| All | +2,460.3% | +16,138.6% | -13,678.4% | +453.9% |
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