+130.4%
TLT vs SLB
+280.4%
-150.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.1% | -7.1% | +7.2% | -0.6% |
| 30D | +6.2% | +4.1% | +2.1% | +6.7% |
| 3M | -0.3% | -2.6% | +2.3% | -0.5% |
| 6M | -3.4% | -8.6% | +5.2% | -3.9% |
| YTD | -3.1% | +32.2% | -35.3% | +0.3% |
| 1Y | -5.2% | +40.7% | -45.9% | -1.2% |
| 3Y | +6.5% | -4.5% | +11.0% | +7.5% |
| 5Y | -34.7% | +66.4% | -101.1% | -28.2% |
| 10Y | -17.6% | -15.1% | -2.5% | -12.1% |
| All | +130.4% | +280.4% | -150.0% | +204.4% |
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