+558.1%
TTD vs SLB
-16.9%
+575.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.0% | +4.2% | +3.6% |
| 7D | +19.9% | -4.3% | +24.2% | +21.4% |
| 30D | +27.6% | +1.9% | +25.7% | +26.6% |
| 3M | +15.2% | -5.7% | +20.9% | +16.4% |
| 6M | -33.2% | -5.3% | -27.8% | -33.0% |
| YTD | -59.4% | +32.2% | -91.5% | -63.5% |
| 1Y | -64.4% | +38.5% | -102.9% | -68.5% |
| 3Y | -75.9% | +1.1% | -77.0% | -77.1% |
| 5Y | -82.6% | +70.3% | -152.9% | -86.7% |
| 10Y | +558.1% | -17.3% | +575.4% | +467.8% |
| All | +558.1% | -16.9% | +575.0% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling