-7.2%
SLB vs TEL
+759.2%
-766.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +2.6% | +5.6% | -3.0% | -0.9% |
| 30D | +4.4% | +0.9% | +3.5% | +3.3% |
| 3M | -2.7% | +2.1% | -4.8% | -4.9% |
| 6M | -7.5% | +2.7% | -10.3% | -11.0% |
| YTD | +34.8% | -3.2% | +38.0% | +31.5% |
| 1Y | +44.6% | -10.6% | +55.2% | +47.6% |
| 3Y | +3.2% | +79.8% | -76.6% | -34.2% |
| 5Y | +73.6% | +43.3% | +30.3% | +23.5% |
| 10Y | -14.3% | +287.5% | -301.8% | -67.7% |
| All | -7.2% | +759.2% | -766.4% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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