-4.8%
SLB vs TFC
+100.2%
-105.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.7% |
| 7D | +0.4% | +2.2% | -1.8% | -1.0% |
| 30D | +13.6% | -2.5% | +16.1% | +15.2% |
| 3M | +1.5% | +4.5% | -3.1% | -2.0% |
| 6M | +23.0% | +11.0% | +12.1% | +13.9% |
| YTD | +51.2% | +5.9% | +45.3% | +43.8% |
| 1Y | +63.5% | +14.6% | +48.9% | +47.2% |
| 3Y | +2.5% | +96.7% | -94.2% | -38.0% |
| 5Y | +139.2% | +15.6% | +123.6% | +96.8% |
| 10Y | -4.8% | +98.6% | -103.4% | -44.4% |
| All | -4.8% | +100.2% | -105.0% | -44.4% |
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