-13.1%
SLB vs TAP
-46.0%
+32.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | -0.1% |
| 7D | +3.5% | +1.3% | +2.2% | +2.8% |
| 30D | +6.5% | +5.7% | +0.8% | +2.7% |
| 3M | -0.2% | -1.9% | +1.7% | -0.6% |
| 6M | -5.7% | +0.9% | -6.7% | -8.1% |
| YTD | +36.8% | -9.5% | +46.3% | +40.1% |
| 1Y | +45.8% | -9.0% | +54.7% | +48.5% |
| 3Y | +3.4% | -22.2% | +25.6% | +11.6% |
| 5Y | +76.1% | +1.2% | +74.9% | +53.7% |
| All | -13.1% | -46.0% | +32.9% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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