-3.3%
SLB vs TMF
-86.8%
+83.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | -1.4% | +2.3% | +0.6% |
| 30D | +15.8% | -2.8% | +18.7% | +15.3% |
| 3M | -0.3% | -10.9% | +10.6% | -2.3% |
| 6M | +21.3% | -21.3% | +42.7% | +16.1% |
| YTD | +52.3% | -15.9% | +68.2% | +47.9% |
| 1Y | +63.6% | -15.7% | +79.3% | +59.3% |
| 3Y | +3.8% | -43.4% | +47.1% | -4.5% |
| 5Y | +128.6% | -87.8% | +216.4% | +46.9% |
| All | -3.3% | -86.8% | +83.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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