-14.4%
SLB vs TRMB
+103.0%
-117.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +2.6% | +4.1% | -1.5% | +0.7% |
| 30D | +4.4% | -7.0% | +11.4% | +6.5% |
| 3M | -2.7% | -0.9% | -1.8% | -4.0% |
| 6M | -7.5% | -1.2% | -6.3% | -9.4% |
| YTD | +34.8% | -28.7% | +63.6% | +53.0% |
| 1Y | +44.6% | -32.1% | +76.7% | +67.6% |
| 3Y | +3.2% | +33.4% | -30.2% | -17.0% |
| 5Y | +73.6% | -35.6% | +109.1% | +93.0% |
| All | -14.4% | +103.0% | -117.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling