+130.8%
SLB vs TMF
-87.5%
+218.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +0.8% | -1.4% | +2.3% | +0.7% |
| 30D | +15.8% | -2.8% | +18.7% | +15.6% |
| 3M | -0.3% | -10.9% | +10.6% | -1.4% |
| 6M | +21.3% | -21.3% | +42.7% | +18.6% |
| YTD | +52.3% | -15.9% | +68.2% | +50.0% |
| 1Y | +63.6% | -15.7% | +79.3% | +61.4% |
| 3Y | +3.8% | -43.4% | +47.1% | -1.0% |
| All | +130.8% | -87.5% | +218.3% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling