+210.0%
SHEL vs TTWO
+406.5%
-196.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +4.1% | +0.4% | +3.7% | +4.1% |
| 30D | +8.4% | -11.3% | +19.7% | +9.9% |
| 3M | +13.7% | +1.6% | +12.1% | +13.2% |
| 6M | +12.7% | +2.1% | +10.6% | +11.9% |
| YTD | +35.3% | -15.8% | +51.1% | +37.4% |
| 1Y | +39.4% | -12.6% | +52.0% | +40.6% |
| 3Y | +71.5% | +48.2% | +23.2% | +59.7% |
| 5Y | +195.0% | +40.0% | +155.0% | +171.2% |
| All | +210.0% | +406.5% | -196.5% | +172.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling