+70.3%
SLB vs TT
+137.3%
-67.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | +0.8% | -5.1% | -4.5% |
| 30D | +1.9% | -11.8% | +13.7% | +5.2% |
| 3M | -5.7% | -11.6% | +5.9% | -2.8% |
| 6M | -5.3% | -9.3% | +4.0% | -3.4% |
| YTD | +32.2% | +8.9% | +23.3% | +28.5% |
| 1Y | +38.5% | -2.2% | +40.7% | +38.2% |
| 3Y | +1.1% | +91.9% | -90.7% | -14.0% |
| 5Y | +70.3% | +136.0% | -65.7% | +26.3% |
| All | +70.3% | +137.3% | -67.0% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling