+63.3%
SLB vs TTMI
+164.8%
-101.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.9% | +0.2% |
| 7D | -1.9% | +7.5% | -9.3% | -2.5% |
| 30D | +7.8% | -4.5% | +12.3% | +8.0% |
| 3M | +2.7% | -28.5% | +31.2% | +4.9% |
| 6M | +22.2% | +28.4% | -6.2% | +16.6% |
| YTD | +51.1% | +80.1% | -29.0% | +40.5% |
| 1Y | +63.3% | +161.0% | -97.7% | +45.7% |
| All | +63.3% | +164.8% | -101.4% | +45.7% |
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 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