+71.3%
TXN vs SLB
+1.7%
+69.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | -9.5% | +13.6% | -23.1% | -13.4% |
| 3M | -10.5% | +1.5% | -12.0% | -11.3% |
| 6M | +35.4% | +23.0% | +12.3% | +25.2% |
| YTD | +51.8% | +51.2% | +0.5% | +28.9% |
| 1Y | +42.9% | +63.5% | -20.5% | +17.2% |
| 3Y | +71.3% | +2.5% | +68.8% | +50.3% |
| All | +71.3% | +1.7% | +69.6% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling