+63.3%
SLB vs TXG
+385.8%
-322.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.2% |
| 7D | -1.9% | +9.1% | -11.0% | -2.3% |
| 30D | +7.8% | +14.9% | -7.1% | +7.0% |
| 3M | +2.7% | +120.0% | -117.3% | -2.3% |
| 6M | +22.2% | +221.8% | -199.6% | +10.7% |
| YTD | +51.1% | +312.6% | -261.5% | +34.1% |
| 1Y | +63.3% | +398.4% | -335.1% | +40.5% |
| All | +63.3% | +385.8% | -322.5% | +40.5% |
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