-5.1%
SLB vs TPR
+412.6%
-417.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -4.9% |
| 7D | -7.7% | +13.9% | -21.6% | -9.9% |
| 30D | -0.7% | +14.9% | -15.6% | -3.3% |
| 3M | 0.0% | -15.4% | +15.4% | +2.8% |
| 6M | -10.4% | -4.5% | -6.0% | -10.5% |
| YTD | +31.5% | +6.0% | +25.5% | +28.3% |
| 1Y | +39.1% | +24.3% | +14.8% | +31.0% |
| All | -5.1% | +412.6% | -417.7% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling