+53.4%
T vs SLB
+65.5%
-12.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | +1.0% | -7.1% | +8.1% | +1.6% |
| 30D | -10.6% | +4.1% | -14.7% | -11.0% |
| 3M | -7.7% | -2.6% | -5.1% | -7.7% |
| 6M | -13.3% | -8.6% | -4.8% | -13.1% |
| YTD | -8.8% | +32.2% | -41.0% | -11.3% |
| 1Y | -8.4% | +40.7% | -49.0% | -11.4% |
| 3Y | +59.6% | -4.5% | +64.2% | +59.1% |
| All | +53.4% | +65.5% | -12.0% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling