-4.5%
SLB vs TT
+89.7%
-94.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.1% |
| 7D | -7.1% | -2.0% | -5.1% | -6.5% |
| 30D | +4.1% | -14.0% | +18.1% | +8.7% |
| 3M | -2.6% | -15.9% | +13.2% | +2.3% |
| 6M | -8.6% | -17.3% | +8.8% | -3.7% |
| YTD | +32.2% | +4.0% | +28.2% | +29.4% |
| 1Y | +40.7% | -7.1% | +47.8% | +42.4% |
| 3Y | -4.5% | +90.2% | -94.8% | -14.1% |
| All | -4.5% | +89.7% | -94.2% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling