+76.4%
SLB vs TPR
+230.3%
-153.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +6.5% | +15.1% | -8.6% | +3.3% |
| 3M | -0.2% | +3.5% | -3.8% | -1.3% |
| 6M | -5.7% | +0.4% | -6.2% | -6.8% |
| YTD | +36.8% | +4.6% | +32.2% | +33.4% |
| 1Y | +45.8% | +33.1% | +12.7% | +34.8% |
| 3Y | +3.4% | +396.0% | -392.6% | -31.9% |
| All | +76.4% | +230.3% | -153.9% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling