-5.9%
SLB vs TNA
+84.1%
-90.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.8% |
| 7D | -2.4% | -7.6% | +5.2% | +0.1% |
| 30D | +4.9% | -13.6% | +18.5% | +9.9% |
| 3M | +1.4% | +2.8% | -1.4% | -0.7% |
| 6M | +17.6% | +34.5% | -16.9% | +3.7% |
| YTD | +48.3% | +41.0% | +7.3% | +27.8% |
| 1Y | +58.7% | +52.0% | +6.7% | +30.9% |
| 3Y | +0.6% | +103.5% | -102.9% | -34.0% |
| 5Y | +133.6% | -22.5% | +156.1% | +86.9% |
| All | -5.9% | +84.1% | -90.0% | -53.4% |
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