-34.3%
TLT vs SLB
+65.5%
-99.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -7.1% | +7.2% | -0.2% |
| 30D | +6.2% | +4.1% | +2.1% | +6.4% |
| 3M | +0.1% | -2.6% | +2.7% | 0.0% |
| 6M | -3.0% | -8.6% | +5.6% | -3.2% |
| YTD | -2.7% | +32.2% | -34.9% | -1.0% |
| 1Y | -4.8% | +40.7% | -45.5% | -2.7% |
| 3Y | +6.9% | -4.5% | +11.4% | +6.7% |
| All | -34.3% | +65.5% | -99.8% | -28.2% |
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