+373.9%
SLB vs TD
+8,106.9%
-7,732.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | 0.0% |
| 7D | -3.7% | -0.6% | -3.0% | -3.4% |
| 30D | +2.9% | +7.9% | -5.0% | -2.0% |
| 3M | +0.2% | +3.1% | -2.9% | -2.0% |
| 6M | -4.4% | +17.2% | -21.6% | -14.0% |
| YTD | +33.4% | +34.7% | -1.3% | +9.9% |
| 1Y | +40.8% | +56.9% | -16.1% | +5.2% |
| 3Y | +3.2% | +134.7% | -131.6% | -40.5% |
| 5Y | +64.8% | +104.8% | -40.0% | +3.7% |
| 10Y | -16.6% | +305.8% | -322.4% | -62.1% |
| All | +373.9% | +8,106.9% | -7,732.9% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling