+2.5%
SLB vs TXG
+31.6%
-29.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.2% |
| 7D | +0.4% | +9.4% | -8.9% | -0.6% |
| 30D | +13.6% | +26.1% | -12.5% | +10.5% |
| 3M | +1.5% | +124.8% | -123.3% | -8.8% |
| 6M | +23.0% | +215.2% | -192.2% | +4.6% |
| YTD | +51.2% | +302.2% | -251.0% | +24.0% |
| 1Y | +63.5% | +370.9% | -307.4% | +29.7% |
| 3Y | +2.5% | +38.5% | -36.0% | -12.6% |
| All | +2.5% | +31.6% | -29.1% | -12.6% |
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