+3.4%
SLB vs TKO
+154.2%
-150.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | +3.5% | +2.3% | +1.2% | +3.2% |
| 30D | +6.5% | +13.4% | -6.9% | +4.9% |
| 3M | -0.2% | -1.7% | +1.5% | -0.1% |
| 6M | -5.7% | +7.2% | -13.0% | -7.0% |
| YTD | +36.8% | -5.4% | +42.2% | +37.1% |
| 1Y | +45.8% | +8.7% | +37.1% | +42.7% |
| 3Y | +3.4% | +150.4% | -147.1% | -6.0% |
| All | +3.4% | +154.2% | -150.9% | -6.0% |
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