-3.3%
SLB vs TYL
+116.1%
-119.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.8% |
| 7D | +0.8% | -3.7% | +4.5% | +1.4% |
| 30D | +15.8% | +18.7% | -2.9% | +12.7% |
| 3M | -0.3% | +18.1% | -18.5% | -3.3% |
| 6M | +21.3% | -1.1% | +22.5% | +20.8% |
| YTD | +52.3% | -19.8% | +72.1% | +56.7% |
| 1Y | +63.6% | -34.3% | +97.9% | +74.5% |
| 3Y | +3.8% | -8.2% | +12.0% | +2.7% |
| 5Y | +128.6% | -25.4% | +154.1% | +131.3% |
| All | -3.3% | +116.1% | -119.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 10y: compounded portfolio wealth divided by compounded TYL 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…
10y analysis · Full analysis span regression · 6 months rolling