-2.6%
SLB vs TTMI
+1,044.1%
-1,046.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +0.9% |
| 7D | -1.9% | +7.5% | -9.3% | -3.8% |
| 30D | +7.8% | -4.5% | +12.3% | +8.3% |
| 3M | +2.7% | -28.5% | +31.2% | +8.6% |
| 6M | +22.2% | +28.4% | -6.2% | +7.1% |
| YTD | +51.1% | +80.1% | -29.0% | +16.8% |
| 1Y | +63.3% | +161.0% | -97.7% | +9.1% |
| 3Y | +2.4% | +862.4% | -860.0% | -58.8% |
| 5Y | +139.3% | +812.9% | -673.6% | -7.9% |
| 10Y | -2.6% | +1,094.7% | -1,097.3% | -64.7% |
| All | -2.6% | +1,044.1% | -1,046.7% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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