+192.5%
SHEL vs TTMI
+798.2%
-605.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | +3.9% | +6.0% | -2.1% | +3.4% |
| 30D | +7.0% | -6.4% | +13.4% | +7.3% |
| 3M | +12.5% | -28.9% | +41.4% | +14.9% |
| 6M | +14.8% | +26.9% | -12.1% | +8.9% |
| YTD | +34.2% | +77.3% | -43.1% | +20.9% |
| 1Y | +37.0% | +147.5% | -110.5% | +16.5% |
| 3Y | +70.9% | +847.6% | -776.8% | +13.8% |
| 5Y | +192.5% | +802.2% | -609.7% | +87.5% |
| All | +192.5% | +798.2% | -605.7% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling