+3.2%
SLB vs TW
+40.3%
-37.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -3.7% | +3.4% | -7.1% | -3.8% |
| 30D | +2.9% | +15.5% | -12.5% | +2.3% |
| 3M | +0.2% | +25.1% | -24.9% | -0.8% |
| 6M | -4.4% | +18.2% | -22.6% | -5.0% |
| YTD | +33.4% | +19.7% | +13.7% | +32.0% |
| 1Y | +40.8% | +18.1% | +22.7% | +39.4% |
| 3Y | +3.2% | +40.5% | -37.3% | +6.1% |
| All | +3.2% | +40.3% | -37.1% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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