+45.8%
SLB vs TXG
+254.8%
-209.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +3.5% | -1.8% | +5.3% | +3.6% |
| 30D | +6.5% | -20.4% | +26.9% | +7.9% |
| 3M | -0.2% | +0.1% | -0.3% | -0.2% |
| 6M | -5.7% | +176.2% | -181.9% | -14.6% |
| YTD | +36.8% | +256.8% | -219.9% | +17.6% |
| 1Y | +45.8% | +255.9% | -210.1% | +25.3% |
| All | +45.8% | +254.8% | -209.0% | +25.3% |
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