+139.3%
SLB vs TDY
+33.5%
+105.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.0% |
| 3M | +2.7% | -3.9% | +6.6% | +4.1% |
| 6M | +22.2% | -9.0% | +31.2% | +26.7% |
| YTD | +51.1% | +16.5% | +34.5% | +39.8% |
| 1Y | +63.3% | +9.3% | +54.1% | +54.7% |
| 3Y | +2.4% | +45.1% | -42.7% | -15.6% |
| 5Y | +139.3% | +35.0% | +104.4% | +93.2% |
| All | +139.3% | +33.5% | +105.8% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling