+464.6%
TTD vs SLB
-16.2%
+480.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +5.2% | -7.1% | +12.3% | +7.4% |
| 30D | +6.9% | +4.1% | +2.9% | +5.4% |
| 3M | -26.8% | -2.6% | -24.2% | -26.7% |
| 6M | -46.1% | -8.6% | -37.6% | -45.4% |
| YTD | -65.9% | +32.2% | -98.1% | -69.4% |
| 1Y | -71.8% | +40.7% | -112.5% | -75.2% |
| 3Y | -83.3% | -4.5% | -78.8% | -83.9% |
| 5Y | -81.1% | +66.4% | -147.5% | -85.5% |
| All | +464.6% | -16.2% | +480.9% | +387.3% |
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