-17.3%
SLB vs TTMI
+415.6%
-432.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | +0.1% |
| 7D | -4.3% | -11.5% | +7.2% | -2.0% |
| 30D | +1.9% | -40.3% | +42.3% | +12.9% |
| 3M | -5.7% | -44.5% | +38.8% | +5.3% |
| 6M | -5.3% | -54.1% | +48.7% | +7.7% |
| YTD | +32.2% | +4.7% | +27.5% | +12.6% |
| 1Y | +38.5% | +3.3% | +35.2% | +16.6% |
| 3Y | +1.1% | +407.2% | -406.1% | -54.3% |
| 5Y | +70.3% | +406.5% | -336.3% | -28.3% |
| 10Y | -17.3% | +420.4% | -437.7% | -66.3% |
| All | -17.3% | +415.6% | -432.9% | -66.3% |
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