-3.3%
SLB vs TT
+887.4%
-890.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.3% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +15.8% | -7.2% | +23.0% | +20.0% |
| 3M | -0.3% | -3.0% | +2.6% | +0.3% |
| 6M | +21.3% | +1.4% | +20.0% | +19.0% |
| YTD | +52.3% | +15.9% | +36.4% | +38.7% |
| 1Y | +63.6% | +9.4% | +54.2% | +52.6% |
| 3Y | +3.8% | +124.4% | -120.6% | -38.3% |
| 5Y | +128.6% | +138.0% | -9.4% | +27.2% |
| All | -3.3% | +887.4% | -890.7% | -75.8% |
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