-14.4%
SLB vs TNA
+34.7%
-49.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | +1.5% |
| 7D | +2.6% | +7.7% | -5.2% | -0.2% |
| 30D | +4.4% | -0.7% | +5.1% | +3.7% |
| 3M | -2.7% | -25.4% | +22.6% | +6.1% |
| 6M | -7.5% | -11.8% | +4.3% | -6.1% |
| YTD | +34.8% | +23.9% | +10.9% | +20.0% |
| 1Y | +44.6% | +25.6% | +19.0% | +27.3% |
| 3Y | +3.2% | +137.1% | -133.9% | -36.4% |
| 5Y | +73.6% | -45.4% | +119.0% | +58.3% |
| All | -14.4% | +34.7% | -49.1% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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