+33.3%
SHEL vs TTMI
+171.3%
-137.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.8% | -8.2% | +0.6% |
| 7D | +2.2% | +5.9% | -3.6% | +2.2% |
| 30D | +6.8% | -4.3% | +11.1% | +6.9% |
| 3M | +8.1% | -32.0% | +40.2% | +8.7% |
| 6M | +14.4% | +19.5% | -5.1% | +12.6% |
| YTD | +30.0% | +82.0% | -52.1% | +24.5% |
| 1Y | +33.3% | +172.6% | -139.3% | +22.9% |
| All | +33.3% | +171.3% | -137.9% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling