-9.5%
SLB vs TRGP
+2,170.2%
-2,179.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -2.3% |
| 7D | -4.3% | -5.8% | +1.5% | -1.7% |
| 30D | +1.9% | -1.5% | +3.4% | +2.4% |
| 3M | -5.7% | +6.1% | -11.8% | -8.9% |
| 6M | -5.3% | +14.4% | -19.7% | -12.0% |
| YTD | +32.2% | +55.3% | -23.2% | +5.7% |
| 1Y | +38.5% | +69.1% | -30.6% | +6.4% |
| 3Y | +1.1% | +254.3% | -253.2% | -46.1% |
| 5Y | +70.3% | +471.4% | -401.1% | -25.9% |
| 10Y | -17.3% | +773.0% | -790.3% | -75.2% |
| All | -9.5% | +2,170.2% | -2,179.7% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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