+749.8%
SHEL vs TTWO
+5,817.5%
-5,067.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +0.1% |
| 7D | +3.9% | +1.3% | +2.6% | +3.8% |
| 30D | +7.0% | -13.4% | +20.4% | +8.3% |
| 3M | +12.5% | +3.1% | +9.4% | +12.0% |
| 6M | +14.8% | +3.8% | +11.0% | +14.0% |
| YTD | +34.2% | -15.3% | +49.4% | +35.6% |
| 1Y | +37.0% | -11.1% | +48.1% | +37.7% |
| 3Y | +70.9% | +52.0% | +18.9% | +62.4% |
| 5Y | +192.5% | +40.9% | +151.6% | +176.8% |
| 10Y | +208.5% | +407.6% | -199.2% | +154.7% |
| All | +749.8% | +5,817.5% | -5,067.6% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling