+139.2%
SLB vs TE
-41.1%
+180.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.0% | -10.7% | -1.4% |
| 7D | +0.4% | +18.2% | -17.8% | -0.7% |
| 30D | +13.6% | -13.5% | +27.1% | +14.4% |
| 3M | +1.5% | -44.6% | +46.1% | +4.4% |
| 6M | +23.0% | -24.7% | +47.7% | +22.1% |
| YTD | +51.2% | -24.3% | +75.5% | +48.7% |
| 1Y | +63.5% | +155.6% | -92.1% | +42.4% |
| 3Y | +2.5% | -18.3% | +20.8% | -9.0% |
| 5Y | +139.2% | -41.3% | +180.5% | +122.1% |
| All | +139.2% | -41.1% | +180.3% | +122.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling