+1.4%
SLB vs TDY
+44.8%
-43.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.6% |
| 7D | -1.9% | -1.8% | 0.0% | -1.1% |
| 30D | +7.8% | -13.8% | +21.6% | +14.7% |
| 3M | +2.7% | -3.9% | +6.6% | +4.1% |
| 6M | +22.2% | -9.0% | +31.2% | +26.6% |
| YTD | +51.1% | +16.5% | +34.5% | +40.1% |
| 1Y | +63.3% | +9.3% | +54.1% | +54.6% |
| All | +1.4% | +44.8% | -43.4% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling