+237.4%
SLB vs TDY
+7,071.3%
-6,834.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | +13.6% | -12.5% | +26.1% | +18.5% |
| 3M | +1.5% | -1.2% | +2.7% | +1.7% |
| 6M | +23.0% | -6.6% | +29.6% | +25.3% |
| YTD | +51.2% | +18.5% | +32.7% | +42.6% |
| 1Y | +63.5% | +10.8% | +52.7% | +57.1% |
| 3Y | +2.5% | +47.5% | -45.0% | -10.7% |
| 5Y | +139.2% | +35.8% | +103.4% | +112.1% |
| 10Y | -4.8% | +459.0% | -463.7% | -41.3% |
| All | +237.4% | +7,071.3% | -6,834.0% | +52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling