-4.5%
SLB vs TTMI
+355.9%
-360.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -0.4% |
| 7D | -7.1% | -19.8% | +12.7% | -4.5% |
| 30D | +4.1% | -48.1% | +52.2% | +12.4% |
| 3M | -2.6% | -51.2% | +48.6% | +5.5% |
| 6M | -8.6% | -59.6% | +51.0% | +0.4% |
| YTD | +32.2% | -3.6% | +35.8% | +21.5% |
| 1Y | +40.7% | -2.3% | +43.0% | +27.7% |
| 3Y | -4.5% | +369.4% | -373.9% | -44.0% |
| All | -4.5% | +355.9% | -360.4% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling