+441.0%
SLB vs TD
+7,879.0%
-7,438.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +1.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.6% |
| 30D | +15.8% | +0.4% | +15.4% | +15.4% |
| 3M | -0.3% | +7.6% | -8.0% | -5.2% |
| 6M | +21.3% | +25.0% | -3.7% | +4.9% |
| YTD | +52.3% | +31.0% | +21.3% | +27.9% |
| 1Y | +63.6% | +65.2% | -1.6% | +18.5% |
| 3Y | +3.8% | +122.5% | -118.7% | -38.1% |
| 5Y | +128.6% | +124.8% | +3.8% | +36.4% |
| 10Y | -3.1% | +298.2% | -301.3% | -55.4% |
| All | +441.0% | +7,879.0% | -7,438.0% | +11.6% |
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