+249.6%
SLB vs TRI
+584.3%
-334.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +3.5% | -2.9% | +6.4% | +4.8% |
| 30D | +6.5% | +3.7% | +2.8% | +3.5% |
| 3M | -0.2% | +3.7% | -4.0% | -4.3% |
| 6M | -5.7% | +35.1% | -40.9% | -23.0% |
| YTD | +36.8% | -14.0% | +50.8% | +35.6% |
| 1Y | +45.8% | -19.0% | +64.7% | +49.3% |
| 3Y | +3.4% | -12.0% | +15.3% | -3.2% |
| 5Y | +76.1% | +0.6% | +75.5% | +48.2% |
| 10Y | -13.0% | +225.4% | -238.5% | -65.5% |
| All | +249.6% | +584.3% | -334.7% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling