+62.5%
SLB vs TMF
-69.1%
+131.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.6% |
| 7D | -7.7% | +2.7% | -10.5% | -7.2% |
| 30D | -0.7% | +19.3% | -20.0% | +3.3% |
| 3M | 0.0% | -3.7% | +3.6% | -0.5% |
| 6M | -10.4% | -11.3% | +0.9% | -12.3% |
| YTD | +31.5% | -16.6% | +48.1% | +27.1% |
| 1Y | +39.1% | -21.1% | +60.3% | +33.0% |
| 3Y | -5.7% | -26.8% | +21.1% | -8.3% |
| 5Y | +65.4% | -88.0% | +153.5% | +8.7% |
| 10Y | -15.6% | -84.7% | +69.1% | -32.8% |
| All | +62.5% | -69.1% | +131.6% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling