+62.1%
SLB vs TXG
+20.5%
+41.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.7% | -8.8% | 0.0% |
| 7D | -3.7% | +5.5% | -9.2% | -4.3% |
| 30D | +2.9% | -19.3% | +22.3% | +4.6% |
| 3M | +0.2% | +25.0% | -24.8% | -2.8% |
| 6M | -4.4% | +201.2% | -205.6% | -16.0% |
| YTD | +33.4% | +298.8% | -265.4% | +13.3% |
| 1Y | +40.8% | +326.6% | -285.8% | +18.3% |
| 3Y | +3.2% | +78.3% | -75.1% | -10.7% |
| 5Y | +64.8% | -61.3% | +126.1% | +57.3% |
| All | +62.1% | +20.5% | +41.6% | +8.1% |
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 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