+115.3%
SLB vs TTMI
+278.7%
-163.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +9.0% | -6.8% | +0.5% |
| 7D | -1.2% | +7.2% | -8.4% | -2.8% |
| 30D | +4.5% | -28.7% | +33.2% | +9.0% |
| 3M | -4.6% | -39.8% | +35.2% | +1.8% |
| 6M | -6.3% | -51.7% | +45.5% | +2.1% |
| YTD | +35.0% | +14.1% | +20.9% | +22.6% |
| 1Y | +38.8% | +16.0% | +22.9% | +24.6% |
| 3Y | +3.3% | +452.7% | -449.4% | -32.8% |
| 5Y | +73.6% | +451.5% | -377.9% | +10.2% |
| 10Y | -14.2% | +443.1% | -457.4% | -46.5% |
| All | +115.3% | +278.7% | -163.4% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling