+70.3%
SLB vs TXG
-62.5%
+132.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | -5.7% | +7.4% | -13.1% | -7.1% |
| 6M | -5.3% | +191.2% | -196.6% | -16.2% |
| YTD | +32.2% | +285.7% | -253.5% | +12.9% |
| 1Y | +38.5% | +268.3% | -229.8% | +18.5% |
| 3Y | +1.1% | +77.3% | -76.2% | -13.1% |
| 5Y | +70.3% | -62.3% | +132.6% | +52.4% |
| All | +70.3% | -62.5% | +132.7% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling