-13.1%
SLB vs TTMI
+394.2%
-407.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +2.2% |
| 7D | +3.5% | +11.4% | -7.9% | +0.4% |
| 30D | +6.5% | -28.3% | +34.8% | +12.9% |
| 3M | -0.2% | -46.7% | +46.4% | +12.6% |
| 6M | -5.7% | -56.1% | +50.4% | +8.7% |
| YTD | +36.8% | +7.4% | +29.5% | +15.7% |
| 1Y | +45.8% | +17.4% | +28.4% | +18.2% |
| 3Y | +3.4% | +429.1% | -425.8% | -54.0% |
| 5Y | +76.1% | +418.8% | -342.6% | -26.6% |
| All | -13.1% | +394.2% | -407.3% | -65.6% |
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