+130.4%
TLT vs SLB
+278.3%
-147.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | -0.2% |
| 7D | +0.5% | -7.7% | +8.3% | -0.3% |
| 30D | +6.0% | -0.7% | +6.7% | +6.0% |
| 3M | -0.9% | 0.0% | -0.9% | -0.7% |
| 6M | -2.6% | -10.4% | +7.8% | -3.4% |
| YTD | -3.1% | +31.5% | -34.6% | +0.3% |
| 1Y | -4.4% | +39.1% | -43.5% | -0.4% |
| 3Y | +5.5% | -5.7% | +11.2% | +6.3% |
| 5Y | -34.7% | +65.4% | -100.1% | -28.3% |
| 10Y | -17.6% | -15.6% | -2.0% | -12.1% |
| All | +130.4% | +278.3% | -147.9% | +204.2% |
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 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