+468.5%
TXN vs SLB
-12.7%
+481.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.3% | -3.2% |
| 7D | +9.5% | +3.5% | +6.0% | +8.5% |
| 30D | +8.7% | +6.5% | +2.2% | +6.9% |
| 3M | +11.6% | -0.2% | +11.8% | +11.5% |
| 6M | +0.1% | -5.7% | +5.8% | +1.1% |
| YTD | +78.8% | +36.8% | +42.0% | +62.5% |
| 1Y | +91.2% | +45.8% | +45.4% | +70.7% |
| 3Y | +125.8% | +3.4% | +122.5% | +116.8% |
| 5Y | +83.8% | +76.1% | +7.7% | +46.3% |
| All | +468.5% | -12.7% | +481.2% | +394.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling