+71.5%
SHEL vs TTWO
+50.8%
+20.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.0% |
| 3M | +13.7% | +1.6% | +12.1% | +13.4% |
| 6M | +12.7% | +2.1% | +10.6% | +12.2% |
| YTD | +35.3% | -15.8% | +51.1% | +36.2% |
| 1Y | +39.4% | -12.6% | +52.0% | +39.7% |
| 3Y | +71.5% | +48.2% | +23.2% | +63.4% |
| All | +71.5% | +50.8% | +20.7% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling