-82.3%
TTD vs SLB
+3.2%
-85.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.5% | -4.4% |
| 7D | +6.3% | +0.8% | +5.5% | +6.0% |
| 30D | -23.9% | +15.8% | -39.7% | -27.1% |
| 3M | -31.4% | -0.3% | -31.0% | -31.4% |
| 6M | -42.7% | +21.3% | -64.0% | -46.7% |
| YTD | -62.0% | +52.3% | -114.3% | -67.9% |
| 1Y | -72.2% | +63.6% | -135.8% | -77.4% |
| All | -82.3% | +3.2% | -85.5% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling