+415.7%
TXN vs SLB
-4.1%
+419.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +2.7% | -1.9% | +4.5% | +3.2% |
| 30D | -6.7% | +7.8% | -14.5% | -8.6% |
| 3M | -8.9% | +2.7% | -11.6% | -10.0% |
| 6M | +34.7% | +22.2% | +12.5% | +26.9% |
| YTD | +53.3% | +51.1% | +2.2% | +35.8% |
| 1Y | +45.0% | +63.3% | -18.3% | +25.4% |
| 3Y | +73.1% | +2.4% | +70.7% | +66.0% |
| 5Y | +59.9% | +139.3% | -79.4% | +16.7% |
| 10Y | +415.7% | -2.6% | +418.3% | +330.0% |
| All | +415.7% | -4.1% | +419.8% | +330.0% |
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