+139.3%
SLB vs TNA
-22.1%
+161.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.1% | +0.9% |
| 7D | -1.9% | -3.6% | +1.7% | -1.0% |
| 30D | +7.8% | -10.1% | +17.8% | +10.5% |
| 3M | +2.7% | +2.7% | 0.0% | +1.1% |
| 6M | +22.2% | +38.4% | -16.3% | +10.5% |
| YTD | +51.1% | +45.4% | +5.7% | +34.4% |
| 1Y | +63.3% | +55.9% | +7.4% | +41.2% |
| 3Y | +2.4% | +109.8% | -107.4% | -24.0% |
| 5Y | +139.3% | -22.5% | +161.8% | +110.3% |
| All | +139.3% | -22.1% | +161.5% | +110.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling