+38.5%
SLB vs TLN
-8.6%
+47.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -4.3% | +1.1% | -5.4% | -4.4% |
| 30D | +1.9% | -4.6% | +6.5% | +2.0% |
| 3M | -5.7% | +5.2% | -11.0% | -6.1% |
| 6M | -5.3% | -6.5% | +1.2% | -5.5% |
| YTD | +32.2% | -3.6% | +35.8% | +30.9% |
| 1Y | +38.5% | -8.2% | +46.7% | +36.6% |
| All | +38.5% | -8.6% | +47.1% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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