+66.0%
SLB vs TNA
+781.2%
-715.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +3.5% | +3.7% | -0.2% | +2.0% |
| 30D | +6.5% | +4.4% | +2.1% | +4.1% |
| 3M | -0.2% | -26.7% | +26.4% | +9.4% |
| 6M | -5.7% | -12.8% | +7.1% | -3.8% |
| YTD | +36.8% | +22.7% | +14.2% | +22.5% |
| 1Y | +45.8% | +35.7% | +10.1% | +25.5% |
| 3Y | +3.4% | +134.6% | -131.2% | -34.9% |
| 5Y | +76.1% | -46.0% | +122.1% | +58.5% |
| 10Y | -13.0% | +38.0% | -51.1% | -56.0% |
| All | +66.0% | +781.2% | -715.2% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling