-84.6%
TTD vs SLB
+75.0%
-159.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +20.8% | +2.6% | +18.2% | +20.2% |
| 30D | +27.1% | +4.4% | +22.7% | +25.8% |
| 3M | +14.7% | -2.7% | +17.4% | +14.9% |
| 6M | -26.8% | -7.5% | -19.3% | -26.1% |
| YTD | -59.2% | +34.8% | -94.1% | -62.6% |
| 1Y | -64.7% | +44.6% | -109.3% | -68.1% |
| 3Y | -75.8% | +3.2% | -79.0% | -77.3% |
| 5Y | -84.6% | +73.6% | -158.1% | -86.4% |
| All | -84.6% | +75.0% | -159.6% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling