+376.4%
TTD vs SHEL
+224.3%
+152.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.3% |
| 7D | -0.6% | +4.1% | -4.7% | -2.2% |
| 30D | +6.3% | +8.4% | -2.1% | +2.8% |
| 3M | -24.1% | +13.7% | -37.8% | -28.4% |
| 6M | -47.4% | +12.7% | -60.1% | -50.4% |
| YTD | -62.2% | +35.3% | -97.5% | -67.1% |
| 1Y | -68.3% | +39.4% | -107.7% | -72.8% |
| 3Y | -83.4% | +71.5% | -154.9% | -87.2% |
| 5Y | -80.3% | +195.0% | -275.3% | -88.3% |
| All | +376.4% | +224.3% | +152.1% | +231.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling