-16.6%
SLB vs TT
+782.6%
-799.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | -1.4% |
| 7D | -3.7% | +1.7% | -5.4% | -4.6% |
| 30D | +2.9% | -11.8% | +14.7% | +9.3% |
| 3M | +0.2% | -12.6% | +12.8% | +6.7% |
| 6M | -4.4% | -9.4% | +4.9% | -0.9% |
| YTD | +33.4% | +8.8% | +24.6% | +24.8% |
| 1Y | +40.8% | -2.5% | +43.3% | +39.3% |
| 3Y | +3.2% | +95.7% | -92.5% | -33.7% |
| 5Y | +64.8% | +135.7% | -70.9% | -9.7% |
| 10Y | -16.6% | +750.6% | -767.2% | -77.4% |
| All | -16.6% | +782.6% | -799.1% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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