+1.5%
SLB vs TTWO
+49.3%
-47.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | +0.4% | -1.6% | +2.0% | +0.6% |
| 30D | +13.6% | -13.5% | +27.1% | +15.0% |
| 3M | +1.5% | +0.3% | +1.1% | +0.9% |
| 6M | +23.0% | +0.8% | +22.2% | +22.0% |
| YTD | +51.2% | -16.7% | +67.9% | +54.6% |
| 1Y | +63.5% | -14.3% | +77.8% | +65.8% |
| All | +1.5% | +49.3% | -47.8% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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