+38.5%
SLB vs TTMI
+3.3%
+35.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | -0.6% |
| 7D | -4.3% | -11.5% | +7.2% | -3.5% |
| 30D | +1.9% | -40.3% | +42.3% | +5.4% |
| 3M | -5.7% | -44.5% | +38.8% | -2.2% |
| 6M | -5.3% | -54.1% | +48.7% | -1.2% |
| YTD | +32.2% | +4.7% | +27.5% | +30.6% |
| 1Y | +38.5% | +3.3% | +35.2% | +38.1% |
| All | +38.5% | +3.3% | +35.2% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling