-80.9%
TTD vs SHEL
+192.5%
-273.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -4.6% | +3.0% | -7.6% | -5.5% |
| 30D | +3.7% | +7.2% | -3.6% | +1.4% |
| 3M | -30.2% | +12.9% | -43.1% | -32.9% |
| 6M | -51.4% | +13.7% | -65.1% | -53.6% |
| YTD | -63.4% | +33.7% | -97.1% | -67.0% |
| 1Y | -73.5% | +37.9% | -111.4% | -76.4% |
| 3Y | -83.5% | +70.2% | -153.7% | -86.5% |
| 5Y | -80.9% | +192.3% | -273.3% | -86.5% |
| All | -80.9% | +192.5% | -273.4% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling