-6.2%
TLT vs SLB
+40.3%
-46.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | -1.0% | -1.2% | +0.1% | -1.0% |
| 30D | +3.7% | +4.5% | -0.8% | +3.7% |
| 3M | -0.8% | -4.6% | +3.8% | -0.8% |
| 6M | -3.6% | -6.3% | +2.7% | -3.5% |
| YTD | -3.9% | +35.0% | -38.9% | -4.0% |
| 1Y | -6.2% | +38.8% | -45.0% | -6.1% |
| All | -6.2% | +40.3% | -46.6% | -6.1% |
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