+46.7%
SLB vs TE
-75.9%
+122.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | -7.1% | -12.6% | +5.5% | -6.3% |
| 30D | +4.1% | -36.7% | +40.8% | +7.0% |
| 3M | -2.6% | -57.5% | +54.8% | +2.5% |
| 6M | -8.6% | -55.2% | +46.7% | -6.1% |
| YTD | +32.2% | -64.7% | +96.9% | +36.3% |
| 1Y | +40.7% | -35.9% | +76.5% | +37.2% |
| 3Y | -4.5% | -31.8% | +27.3% | -17.0% |
| 5Y | +66.4% | -79.4% | +145.8% | +57.1% |
| All | +46.7% | -75.9% | +122.6% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling