+43.3%
SHEL vs TTWO
-18.4%
+61.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +7.1% | -9.4% | -1.8% |
| 7D | -3.2% | +7.0% | -10.1% | -2.7% |
| 30D | +5.5% | +2.7% | +2.9% | +5.8% |
| 3M | +14.4% | -13.0% | +27.4% | +14.2% |
| 6M | +16.2% | -7.2% | +23.4% | +16.3% |
| YTD | +42.4% | -18.4% | +60.8% | +37.9% |
| 1Y | +43.3% | -17.2% | +60.5% | +39.2% |
| All | +43.3% | -18.4% | +61.7% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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