-5.9%
SLB vs TDG
+540.0%
-545.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -2.4% | -2.7% | +0.2% | -1.1% |
| 30D | +4.9% | -9.3% | +14.2% | +10.1% |
| 3M | +1.4% | -7.1% | +8.5% | +4.6% |
| 6M | +17.6% | -11.2% | +28.8% | +22.8% |
| YTD | +48.3% | -15.3% | +63.6% | +57.6% |
| 1Y | +58.7% | -12.5% | +71.1% | +64.9% |
| 3Y | +0.6% | +51.2% | -50.7% | -26.4% |
| 5Y | +133.6% | +126.1% | +7.4% | +30.6% |
| All | -5.9% | +540.0% | -545.9% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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