-72.2%
TTD vs SHEL
+32.9%
-105.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.0% | -4.3% |
| 7D | +6.3% | +2.2% | +4.1% | +6.5% |
| 30D | -23.9% | +6.8% | -30.7% | -23.6% |
| 3M | -31.4% | +8.1% | -39.5% | -30.8% |
| 6M | -42.7% | +14.4% | -57.1% | -42.5% |
| YTD | -62.0% | +30.0% | -92.0% | -61.9% |
| 1Y | -72.2% | +33.3% | -105.5% | -71.8% |
| All | -72.2% | +32.9% | -105.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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