+133.6%
SLB vs TKO
+303.5%
-169.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.1% | -1.7% |
| 7D | -2.4% | +0.1% | -2.6% | -2.5% |
| 30D | +4.9% | -2.6% | +7.5% | +5.2% |
| 3M | +1.4% | -7.8% | +9.2% | +2.6% |
| 6M | +17.6% | -7.0% | +24.7% | +18.5% |
| YTD | +48.3% | -8.5% | +56.9% | +49.6% |
| 1Y | +58.7% | -1.3% | +60.0% | +57.3% |
| 3Y | +0.6% | +105.0% | -104.4% | -14.0% |
| 5Y | +133.6% | +292.9% | -159.3% | +45.6% |
| All | +133.6% | +303.5% | -169.9% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling