+63.5%
SLB vs TFC
+13.2%
+50.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +0.4% | +2.2% | -1.8% | -0.5% |
| 30D | +13.6% | -2.5% | +16.1% | +14.6% |
| 3M | +1.5% | +4.5% | -3.1% | -0.8% |
| 6M | +23.0% | +11.0% | +12.1% | +16.5% |
| YTD | +51.2% | +5.9% | +45.3% | +44.9% |
| 1Y | +63.5% | +14.6% | +48.9% | +53.9% |
| All | +63.5% | +13.2% | +50.3% | +53.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling