-13.1%
SLB vs TD
+300.0%
-313.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +1.1% | +2.4% | +2.4% |
| 30D | +6.5% | +5.2% | +1.3% | +0.9% |
| 3M | -0.2% | +1.2% | -1.5% | -2.1% |
| 6M | -5.7% | +17.7% | -23.5% | -21.4% |
| YTD | +36.8% | +34.2% | +2.6% | -0.9% |
| 1Y | +45.8% | +55.4% | -9.6% | -9.6% |
| 3Y | +3.4% | +130.4% | -127.0% | -59.1% |
| 5Y | +76.1% | +101.8% | -25.7% | -21.0% |
| All | -13.1% | +300.0% | -313.1% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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