+67.8%
SLB vs TE
-48.3%
+116.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.4% |
| 7D | +0.4% | +18.2% | -17.8% | -0.8% |
| 30D | +13.6% | -13.5% | +27.1% | +14.4% |
| 3M | +1.5% | -44.6% | +46.1% | +4.5% |
| 6M | +23.0% | -24.7% | +47.7% | +22.0% |
| YTD | +51.2% | -24.3% | +75.5% | +48.6% |
| 1Y | +63.5% | +155.6% | -92.1% | +41.6% |
| 3Y | +2.5% | -18.3% | +20.8% | -9.5% |
| 5Y | +139.2% | -41.3% | +180.5% | +107.5% |
| All | +67.8% | -48.3% | +116.1% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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