-14.4%
SLB vs TPR
+365.1%
-379.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | +4.4% | +15.1% | -10.7% | -1.2% |
| 3M | -2.7% | -13.4% | +10.7% | +0.9% |
| 6M | -7.5% | +1.4% | -8.9% | -9.9% |
| YTD | +34.8% | +4.8% | +30.1% | +28.3% |
| 1Y | +44.6% | +29.2% | +15.4% | +27.1% |
| 3Y | +3.2% | +403.7% | -400.5% | -49.8% |
| 5Y | +73.6% | +230.8% | -157.3% | -5.6% |
| All | -14.4% | +365.1% | -379.4% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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