+379.4%
TTD vs SHEL
+211.5%
+167.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.0% | -4.6% |
| 7D | +6.3% | +2.2% | +4.1% | +5.3% |
| 30D | -23.9% | +6.8% | -30.7% | -25.9% |
| 3M | -31.4% | +8.1% | -39.5% | -33.9% |
| 6M | -42.7% | +14.4% | -57.1% | -46.3% |
| YTD | -62.0% | +30.0% | -92.0% | -66.4% |
| 1Y | -72.2% | +33.3% | -105.5% | -75.7% |
| 3Y | -81.9% | +66.4% | -148.4% | -85.8% |
| 5Y | -81.5% | +178.6% | -260.1% | -88.8% |
| All | +379.4% | +211.5% | +167.9% | +239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling