+837.9%
SLB vs TAP
+806.5%
+31.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.2% | -8.0% | +6.8% | +0.8% |
| 30D | +4.5% | +4.1% | +0.4% | +3.1% |
| 3M | -4.6% | -4.4% | -0.2% | -4.1% |
| 6M | -6.3% | -1.9% | -4.3% | -6.6% |
| YTD | +35.0% | -12.1% | +47.0% | +37.8% |
| 1Y | +38.8% | -12.0% | +50.9% | +41.6% |
| 3Y | +3.3% | -25.0% | +28.3% | +8.8% |
| 5Y | +73.6% | -1.1% | +74.7% | +68.9% |
| 10Y | -14.2% | -47.6% | +33.4% | -6.9% |
| All | +837.9% | +806.5% | +31.4% | +590.8% |
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