+283.3%
SLB vs TKO
+1,366.4%
-1,083.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.6% |
| 7D | +0.8% | +0.7% | +0.1% | +0.7% |
| 30D | +15.8% | +1.6% | +14.2% | +15.3% |
| 3M | -0.3% | -7.8% | +7.4% | +1.1% |
| 6M | +21.3% | -13.3% | +34.6% | +24.3% |
| YTD | +52.3% | -10.3% | +62.6% | +54.5% |
| 1Y | +63.6% | -0.6% | +64.2% | +61.8% |
| 3Y | +3.8% | +88.5% | -84.7% | -12.6% |
| 5Y | +128.6% | +284.7% | -156.1% | +61.8% |
| 10Y | -3.1% | +905.7% | -908.8% | -46.2% |
| All | +283.3% | +1,366.4% | -1,083.0% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling