+2.5%
SLB vs TNA
+117.1%
-114.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +0.4% | +4.1% | -3.6% | -0.6% |
| 30D | +13.6% | -7.6% | +21.2% | +15.7% |
| 3M | +1.5% | +8.1% | -6.6% | -1.4% |
| 6M | +23.0% | +49.0% | -26.0% | +8.8% |
| YTD | +51.2% | +51.7% | -0.5% | +32.6% |
| 1Y | +63.5% | +59.6% | +3.9% | +39.7% |
| 3Y | +2.5% | +118.9% | -116.4% | -21.2% |
| All | +2.5% | +117.1% | -114.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling