+76.4%
SLB vs TTWO
+23.0%
+53.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.5% | +6.0% | -2.5% | +2.8% |
| 30D | +6.5% | +13.2% | -6.7% | +4.9% |
| 3M | -0.2% | -5.8% | +5.6% | +0.4% |
| 6M | -5.7% | +0.4% | -6.1% | -6.3% |
| YTD | +36.8% | -11.0% | +47.9% | +38.5% |
| 1Y | +45.8% | -4.1% | +49.9% | +45.5% |
| 3Y | +3.4% | +51.8% | -48.4% | -6.3% |
| All | +76.4% | +23.0% | +53.3% | +52.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling