-75.3%
TTD vs SHEL
+71.4%
-146.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.1% |
| 7D | +21.3% | +0.8% | +20.5% | +21.0% |
| 30D | +28.7% | -3.6% | +32.3% | +29.5% |
| 3M | +7.7% | +12.0% | -4.3% | +4.1% |
| 6M | -23.5% | +19.7% | -43.2% | -27.6% |
| YTD | -58.7% | +39.6% | -98.3% | -63.5% |
| 1Y | -63.4% | +36.4% | -99.9% | -67.4% |
| 3Y | -75.3% | +70.2% | -145.5% | -80.4% |
| All | -75.3% | +71.4% | -146.7% | -80.4% |
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