+3.2%
SLB vs TPR
+292.1%
-288.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.8% | -2.3% | +3.1% | +1.3% |
| 30D | +15.8% | -23.0% | +38.8% | +21.2% |
| 3M | -0.3% | -12.5% | +12.1% | +1.6% |
| 6M | +21.3% | -21.4% | +42.8% | +25.8% |
| YTD | +52.3% | -3.5% | +55.8% | +51.5% |
| 1Y | +63.6% | +17.4% | +46.3% | +55.5% |
| All | +3.2% | +292.1% | -288.9% | -32.1% |
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