+110.9%
SLB vs TTMI
+220.0%
-109.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.9% | -6.3% | -0.7% |
| 7D | -7.1% | -19.8% | +12.7% | -3.7% |
| 30D | +4.1% | -48.1% | +52.2% | +15.0% |
| 3M | -2.6% | -51.2% | +48.6% | +8.0% |
| 6M | -8.6% | -59.6% | +51.0% | +3.0% |
| YTD | +32.2% | -3.6% | +35.8% | +24.0% |
| 1Y | +40.7% | -2.3% | +43.0% | +30.4% |
| 3Y | -4.5% | +369.4% | -373.9% | -35.9% |
| 5Y | +66.4% | +365.4% | -299.1% | +9.1% |
| 10Y | -15.1% | +413.2% | -428.3% | -46.3% |
| All | +110.9% | +220.0% | -109.2% | +2.0% |
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 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