-83.3%
TTD vs SHEL
+70.3%
-153.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -3.5% |
| 7D | +1.7% | +1.9% | -0.2% | +1.2% |
| 30D | +1.6% | +8.7% | -7.1% | -0.6% |
| 3M | -27.8% | +11.0% | -38.8% | -29.8% |
| 6M | -52.1% | +14.6% | -66.7% | -54.1% |
| YTD | -63.1% | +33.3% | -96.3% | -66.6% |
| 1Y | -73.1% | +37.9% | -110.9% | -76.0% |
| 3Y | -83.3% | +69.7% | -153.0% | -86.6% |
| All | -83.3% | +70.3% | -153.6% | -86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling