-17.1%
SLB vs TAP
-49.3%
+32.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.8% |
| 7D | -7.1% | +0.5% | -7.6% | -7.8% |
| 30D | +4.1% | +9.1% | -5.1% | -1.3% |
| 3M | -2.6% | -3.8% | +1.2% | -2.1% |
| 6M | -8.6% | -3.4% | -5.1% | -8.9% |
| YTD | +32.2% | -10.6% | +42.8% | +36.2% |
| 1Y | +40.7% | -4.4% | +45.1% | +39.5% |
| 3Y | -4.5% | -24.4% | +19.8% | +4.7% |
| 5Y | +66.4% | +2.1% | +64.3% | +44.1% |
| All | -17.1% | -49.3% | +32.2% | -23.6% |
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