-17.1%
SLB vs TPR
+383.4%
-400.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -7.1% | +14.2% | -21.3% | -11.6% |
| 30D | +4.1% | +17.1% | -13.0% | -2.0% |
| 3M | -2.6% | -17.7% | +15.1% | +2.8% |
| 6M | -8.6% | -10.2% | +1.6% | -7.1% |
| YTD | +32.2% | +4.9% | +27.3% | +25.8% |
| 1Y | +40.7% | +36.1% | +4.5% | +21.2% |
| 3Y | -4.5% | +416.5% | -421.0% | -54.0% |
| 5Y | +66.4% | +254.8% | -188.4% | -12.5% |
| All | -17.1% | +383.4% | -400.5% | -65.8% |
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