+62.5%
SLB vs TTMI
+364.5%
-301.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -0.5% |
| 7D | -7.1% | -19.8% | +12.7% | -4.2% |
| 30D | +4.1% | -48.1% | +52.2% | +13.5% |
| 3M | -2.6% | -51.2% | +48.6% | +6.7% |
| 6M | -8.6% | -59.6% | +51.0% | +1.6% |
| YTD | +32.2% | -3.6% | +35.8% | +21.5% |
| 1Y | +40.7% | -2.3% | +43.0% | +27.6% |
| 3Y | -4.5% | +369.4% | -373.9% | -41.8% |
| All | +62.5% | +364.5% | -301.9% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling