+205.3%
SLB vs TDY
+7,529.4%
-7,324.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | +3.5% | +4.1% | -0.6% | +2.2% |
| 30D | +6.5% | +5.7% | +0.8% | +4.5% |
| 3M | -0.2% | -4.4% | +4.2% | +1.0% |
| 6M | -5.7% | +1.2% | -6.9% | -6.4% |
| YTD | +36.8% | +26.0% | +10.8% | +26.3% |
| 1Y | +45.8% | +27.4% | +18.4% | +34.1% |
| 3Y | +3.4% | +67.5% | -64.2% | -13.6% |
| 5Y | +76.1% | +44.9% | +31.3% | +53.0% |
| 10Y | -13.0% | +440.9% | -454.0% | -46.2% |
| All | +205.3% | +7,529.4% | -7,324.1% | +34.6% |
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