+1.4%
SLB vs TKO
+103.5%
-102.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | -1.9% | +0.7% | -2.5% | -2.0% |
| 30D | +7.8% | +0.9% | +6.9% | +7.6% |
| 3M | +2.7% | -6.2% | +8.8% | +3.2% |
| 6M | +22.2% | -5.6% | +27.8% | +22.5% |
| YTD | +51.1% | -7.8% | +58.9% | +51.9% |
| 1Y | +63.3% | -1.2% | +64.6% | +62.3% |
| All | +1.4% | +103.5% | -102.1% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling