-17.1%
SLB vs TFC
+90.2%
-107.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.2% |
| 7D | -7.1% | +1.2% | -8.3% | -8.0% |
| 30D | +4.1% | +8.3% | -4.3% | -1.4% |
| 3M | -2.6% | -5.2% | +2.5% | +0.3% |
| 6M | -8.6% | -0.8% | -7.8% | -9.0% |
| YTD | +32.2% | +3.4% | +28.8% | +27.3% |
| 1Y | +40.7% | +17.0% | +23.6% | +25.0% |
| 3Y | -4.5% | +86.2% | -90.7% | -39.6% |
| 5Y | +66.4% | -2.3% | +68.7% | +55.4% |
| All | -17.1% | +90.2% | -107.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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