+62.5%
SLB vs TFC
-2.5%
+65.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -7.1% | +1.2% | -8.3% | -7.7% |
| 30D | +4.1% | +8.3% | -4.3% | +0.2% |
| 3M | -2.6% | -5.2% | +2.5% | -0.5% |
| 6M | -8.6% | -0.8% | -7.8% | -8.8% |
| YTD | +32.2% | +3.4% | +28.8% | +29.0% |
| 1Y | +40.7% | +17.0% | +23.6% | +29.8% |
| 3Y | -4.5% | +86.2% | -90.7% | -28.1% |
| All | +62.5% | -2.5% | +65.1% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling