+958.5%
SLB vs TAP
+825.0%
+133.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +0.8% | -2.3% | +3.1% | +1.4% |
| 30D | +15.8% | -2.1% | +18.0% | +16.3% |
| 3M | -0.3% | +6.6% | -7.0% | -2.3% |
| 6M | +21.3% | -11.5% | +32.8% | +24.4% |
| YTD | +52.3% | -10.3% | +62.6% | +55.4% |
| 1Y | +63.6% | -14.4% | +78.0% | +68.5% |
| 3Y | +3.8% | -28.3% | +32.0% | +10.8% |
| 5Y | +128.6% | +1.7% | +126.9% | +121.7% |
| 10Y | -3.1% | -49.2% | +46.2% | +6.1% |
| All | +958.5% | +825.0% | +133.5% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling