+106.4%
SLB vs TPR
+8,117.6%
-8,011.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -5.9% |
| 7D | -7.7% | +13.9% | -21.6% | -11.7% |
| 30D | -0.7% | +14.9% | -15.6% | -5.4% |
| 3M | 0.0% | -15.4% | +15.4% | +4.0% |
| 6M | -10.4% | -4.5% | -6.0% | -11.0% |
| YTD | +31.5% | +6.0% | +25.5% | +25.5% |
| 1Y | +39.1% | +24.3% | +14.8% | +25.7% |
| 3Y | -5.7% | +412.8% | -418.5% | -48.7% |
| 5Y | +65.4% | +258.4% | -193.0% | -3.7% |
| 10Y | -15.6% | +396.8% | -412.4% | -60.0% |
| All | +106.4% | +8,117.6% | -8,011.2% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling