-5.8%
SLB vs TDY
+479.2%
-485.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.7% |
| 7D | -2.5% | -1.1% | -1.4% | -1.8% |
| 30D | +7.1% | -12.0% | +19.2% | +15.9% |
| 3M | +0.6% | -3.2% | +3.8% | +2.2% |
| 6M | +17.6% | -7.9% | +25.5% | +22.6% |
| YTD | +48.5% | +18.2% | +30.2% | +31.3% |
| 1Y | +59.4% | +6.7% | +52.7% | +49.7% |
| 3Y | -0.4% | +47.5% | -47.9% | -26.3% |
| 5Y | +133.8% | +39.5% | +94.3% | +73.3% |
| All | -5.8% | +479.2% | -485.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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