-0.2%
TLT vs SLB
+3.2%
-3.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +0.8% | -1.3% | -0.4% |
| 30D | -0.6% | +15.8% | -16.4% | -0.4% |
| 3M | -2.7% | -0.3% | -2.4% | -2.7% |
| 6M | -5.6% | +21.3% | -27.0% | -5.5% |
| YTD | -2.8% | +52.3% | -55.1% | -2.4% |
| 1Y | -1.4% | +63.6% | -65.0% | -0.9% |
| All | -0.2% | +3.2% | -3.4% | -1.7% |
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