+70.3%
SLB vs TRI
-0.5%
+70.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.3% | -1.6% | -2.7% | -4.2% |
| 30D | +1.9% | +5.0% | -3.1% | +1.4% |
| 3M | -5.7% | +4.6% | -10.3% | -6.3% |
| 6M | -5.3% | +18.3% | -23.6% | -7.1% |
| YTD | +32.2% | -14.7% | +46.9% | +35.3% |
| 1Y | +38.5% | -16.7% | +55.2% | +42.4% |
| 3Y | +1.1% | -11.3% | +12.5% | +1.9% |
| 5Y | +70.3% | -0.6% | +70.8% | +68.2% |
| All | +70.3% | -0.5% | +70.8% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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