-4.5%
SLB vs TMF
-25.3%
+20.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -7.1% | +1.2% | -8.3% | -7.1% |
| 30D | +4.1% | +19.7% | -15.7% | +4.6% |
| 3M | -2.6% | -2.1% | -0.5% | -2.7% |
| 6M | -8.6% | -13.4% | +4.9% | -8.8% |
| YTD | +32.2% | -16.7% | +48.9% | +31.7% |
| 1Y | +40.7% | -23.3% | +64.0% | +39.7% |
| 3Y | -4.5% | -24.8% | +20.3% | -3.2% |
| All | -4.5% | -25.3% | +20.8% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling