+46.2%
SLB vs TXG
+406.9%
-360.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.3% |
| 7D | -4.1% | -19.3% | +15.2% | -3.0% |
| 30D | +2.5% | -30.9% | +33.5% | +4.2% |
| 3M | +2.0% | +41.1% | -39.1% | +0.2% |
| 6M | -6.3% | +211.9% | -218.2% | -14.8% |
| YTD | +36.5% | +314.0% | -277.4% | +19.5% |
| 1Y | +46.2% | +405.4% | -359.2% | +27.4% |
| All | +46.2% | +406.9% | -360.7% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling