+33.3%
SHEL vs TTWO
-10.0%
+43.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +2.2% | -8.8% | +11.0% | +2.1% |
| 30D | +6.8% | -8.6% | +15.4% | +6.7% |
| 3M | +8.1% | -0.9% | +9.0% | +8.1% |
| 6M | +14.4% | -0.5% | +14.9% | +14.6% |
| YTD | +30.0% | -16.1% | +46.1% | +27.2% |
| 1Y | +33.3% | -10.8% | +44.1% | +31.4% |
| All | +33.3% | -10.0% | +43.3% | +31.4% |
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