+469.9%
TXN vs SLB
-16.9%
+486.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -3.8% | -4.3% | +0.4% | -2.6% |
| 30D | +6.4% | +1.9% | +4.5% | +5.9% |
| 3M | +7.7% | -5.7% | +13.4% | +9.2% |
| 6M | +5.5% | -5.3% | +10.8% | +6.4% |
| YTD | +77.0% | +32.2% | +44.8% | +62.4% |
| 1Y | +91.2% | +38.5% | +52.7% | +73.0% |
| 3Y | +121.5% | +1.1% | +120.4% | +114.0% |
| 5Y | +84.9% | +70.3% | +14.6% | +48.6% |
| 10Y | +469.9% | -17.3% | +487.2% | +401.5% |
| All | +469.9% | -16.9% | +486.8% | +401.5% |
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