+1.1%
SLB vs TXG
+73.9%
-72.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.4% | -0.6% |
| 7D | -4.3% | -3.7% | -0.6% | -4.0% |
| 30D | +1.9% | -22.0% | +23.9% | +4.3% |
| 3M | -5.7% | +7.4% | -13.1% | -7.5% |
| 6M | -5.3% | +191.2% | -196.6% | -19.1% |
| YTD | +32.2% | +285.7% | -253.5% | +7.7% |
| 1Y | +38.5% | +268.3% | -229.8% | +13.1% |
| 3Y | +1.1% | +77.3% | -76.2% | -18.1% |
| All | +1.1% | +73.9% | -72.8% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling