+130.8%
SLB vs TFC
+16.2%
+114.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +0.8% | +2.4% | -1.6% | -0.3% |
| 30D | +15.8% | -1.3% | +17.1% | +16.4% |
| 3M | -0.3% | +6.1% | -6.4% | -3.4% |
| 6M | +21.3% | +7.3% | +14.0% | +16.7% |
| YTD | +52.3% | +8.2% | +44.1% | +45.6% |
| 1Y | +63.6% | +14.4% | +49.2% | +52.1% |
| 3Y | +3.8% | +93.7% | -90.0% | -24.5% |
| All | +130.8% | +16.2% | +114.6% | +97.2% |
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