+107.7%
T vs SLB
+3.2%
+104.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -1.3% | +0.8% | -2.1% | -1.3% |
| 30D | +11.4% | +15.8% | -4.5% | +10.5% |
| 3M | +14.3% | -0.3% | +14.6% | +13.5% |
| 6M | -9.3% | +21.3% | -30.6% | -10.2% |
| YTD | +7.1% | +52.3% | -45.2% | +5.3% |
| 1Y | -9.1% | +63.6% | -72.7% | -10.8% |
| All | +107.7% | +3.2% | +104.6% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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