-16.6%
SLB vs TRMB
+105.8%
-122.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.4% |
| 7D | -3.7% | -17.0% | +13.3% | +3.8% |
| 30D | +2.9% | -9.0% | +11.9% | +6.0% |
| 3M | +0.2% | -8.1% | +8.3% | +2.4% |
| 6M | -4.4% | -10.1% | +5.6% | -2.2% |
| YTD | +33.4% | -30.2% | +63.6% | +52.9% |
| 1Y | +40.8% | -30.7% | +71.5% | +61.2% |
| 3Y | +3.2% | +32.6% | -29.4% | -16.8% |
| 5Y | +64.8% | -38.1% | +102.9% | +87.4% |
| 10Y | -16.6% | +98.9% | -115.5% | -48.4% |
| All | -16.6% | +105.8% | -122.4% | -48.4% |
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