+70.3%
SLB vs TNA
-44.5%
+114.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.5% |
| 30D | +1.9% | -0.7% | +2.7% | +1.5% |
| 3M | -5.7% | -21.5% | +15.8% | -0.8% |
| 6M | -5.3% | -11.2% | +5.9% | -4.2% |
| YTD | +32.2% | +27.0% | +5.2% | +21.1% |
| 1Y | +38.5% | +28.0% | +10.5% | +26.1% |
| 3Y | +1.1% | +142.9% | -141.8% | -26.9% |
| 5Y | +70.3% | -42.6% | +112.8% | +61.0% |
| All | +70.3% | -44.5% | +114.8% | +61.0% |
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