+332.7%
SLB vs TTWO
+5,755.5%
-5,422.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | -8.8% | +9.6% | +1.9% |
| 30D | +15.8% | -8.6% | +24.4% | +17.0% |
| 3M | -0.3% | -0.9% | +0.6% | -0.5% |
| 6M | +21.3% | -0.5% | +21.8% | +20.8% |
| YTD | +52.3% | -16.1% | +68.5% | +54.5% |
| 1Y | +63.6% | -10.8% | +74.4% | +64.5% |
| 3Y | +3.8% | +51.4% | -47.6% | -2.7% |
| 5Y | +128.6% | +33.7% | +94.9% | +114.6% |
| 10Y | -3.1% | +380.3% | -383.4% | -24.5% |
| All | +332.7% | +5,755.5% | -5,422.8% | +155.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling