+78.4%
TXN vs SLB
+64.5%
+13.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.4% |
| 7D | -2.1% | -3.7% | +1.6% | -1.1% |
| 30D | +4.7% | +2.9% | +1.8% | +4.1% |
| 3M | +3.9% | +0.2% | +3.7% | +3.7% |
| 6M | +3.8% | -4.4% | +8.2% | +4.5% |
| YTD | +74.2% | +33.4% | +40.8% | +61.0% |
| 1Y | +88.2% | +40.8% | +47.4% | +71.5% |
| 3Y | +124.0% | +3.2% | +120.8% | +112.6% |
| 5Y | +78.4% | +64.8% | +13.6% | +56.2% |
| All | +78.4% | +64.5% | +13.9% | +56.2% |
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