+131.2%
TLT vs SLB
+338.3%
-207.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +0.8% | -1.3% | -0.3% |
| 30D | -0.6% | +15.8% | -16.4% | +1.0% |
| 3M | -2.7% | -0.3% | -2.4% | -2.6% |
| 6M | -5.6% | +21.3% | -27.0% | -3.4% |
| YTD | -2.8% | +52.3% | -55.1% | +2.0% |
| 1Y | -1.4% | +63.6% | -65.0% | +4.4% |
| 3Y | -1.6% | +3.8% | -5.3% | +0.1% |
| 5Y | -33.8% | +128.6% | -162.5% | -24.6% |
| 10Y | -21.1% | -3.1% | -18.1% | -14.7% |
| All | +131.2% | +338.3% | -207.0% | +209.6% |
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