+1,604.0%
T vs SLB
+825.5%
+778.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | +2.6% | -4.3% | +6.8% | +3.3% |
| 30D | -1.1% | +1.9% | -3.0% | -1.7% |
| 3M | -7.7% | -5.7% | -2.0% | -7.2% |
| 6M | -10.6% | -5.3% | -5.3% | -10.4% |
| YTD | -7.5% | +32.2% | -39.6% | -13.1% |
| 1Y | -7.4% | +38.5% | -45.9% | -13.9% |
| 3Y | +63.1% | +1.1% | +61.9% | +57.6% |
| 5Y | +55.2% | +70.3% | -15.1% | +31.2% |
| 10Y | +58.8% | -17.3% | +76.1% | +42.0% |
| All | +1,604.0% | +825.5% | +778.5% | +817.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling