-9.0%
SLB vs TEL
+759.0%
-768.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -4.3% | -0.9% | -3.4% | -3.9% |
| 30D | +1.9% | -0.2% | +2.2% | +1.6% |
| 3M | -5.7% | +2.0% | -7.7% | -7.8% |
| 6M | -5.3% | +6.4% | -11.8% | -10.9% |
| YTD | +32.2% | -3.2% | +35.4% | +28.9% |
| 1Y | +38.5% | -11.2% | +49.7% | +42.0% |
| 3Y | +1.1% | +79.8% | -78.6% | -35.5% |
| 5Y | +70.3% | +46.6% | +23.7% | +19.3% |
| 10Y | -17.3% | +288.1% | -305.4% | -68.9% |
| All | -9.0% | +759.0% | -768.0% | -82.5% |
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