+63.9%
SLB vs TXG
+14.9%
+49.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.3% |
| 7D | -1.2% | -8.1% | +6.9% | -0.5% |
| 30D | +4.5% | -17.5% | +22.0% | +6.0% |
| 3M | -4.6% | +6.1% | -10.7% | -5.9% |
| 6M | -6.3% | +202.7% | -208.9% | -17.6% |
| YTD | +35.0% | +280.4% | -245.5% | +15.1% |
| 1Y | +38.8% | +274.0% | -235.2% | +18.2% |
| 3Y | +3.3% | +74.9% | -71.6% | -10.4% |
| 5Y | +73.6% | -63.0% | +136.7% | +66.5% |
| All | +63.9% | +14.9% | +49.0% | +9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling