+58.3%
TXN vs SLB
+139.8%
-81.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -9.5% | +13.6% | -23.1% | -12.3% |
| 3M | -10.5% | +1.5% | -12.0% | -11.2% |
| 6M | +35.4% | +23.0% | +12.3% | +28.2% |
| YTD | +51.8% | +51.2% | +0.5% | +36.2% |
| 1Y | +42.9% | +63.5% | -20.5% | +25.5% |
| 3Y | +71.3% | +2.5% | +68.8% | +61.2% |
| All | +58.3% | +139.8% | -81.5% | +27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling