-5.6%
TLT vs SLB
+45.4%
-51.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +1.0% | -4.1% | +5.0% | +0.9% |
| 30D | +6.0% | +2.5% | +3.5% | +6.0% |
| 3M | -0.9% | +2.0% | -2.9% | -0.9% |
| 6M | -2.3% | -6.3% | +4.1% | -2.1% |
| YTD | -3.3% | +36.5% | -39.9% | -3.3% |
| 1Y | -5.6% | +46.2% | -51.8% | -4.9% |
| All | -5.6% | +45.4% | -51.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling