+244.4%
SLB vs TKO
+1,446.8%
-1,202.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.5% | +2.3% | +1.2% | +3.0% |
| 30D | +6.5% | +13.4% | -6.9% | +3.6% |
| 3M | -0.2% | -1.7% | +1.5% | -0.2% |
| 6M | -5.7% | +7.2% | -13.0% | -7.8% |
| YTD | +36.8% | -5.4% | +42.2% | +36.9% |
| 1Y | +45.8% | +8.7% | +37.1% | +41.3% |
| 3Y | +3.4% | +150.4% | -147.1% | -17.9% |
| 5Y | +76.1% | +276.6% | -200.5% | +24.9% |
| 10Y | -13.0% | +1,134.6% | -1,147.6% | -53.8% |
| All | +244.4% | +1,446.8% | -1,202.4% | +30.3% |
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