-4.8%
SLB vs TRMB
+114.9%
-119.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.2% |
| 7D | +0.4% | -0.3% | +0.7% | +0.5% |
| 30D | +13.6% | -1.2% | +14.8% | +14.0% |
| 3M | +1.5% | +9.6% | -8.1% | -3.7% |
| 6M | +23.0% | -16.1% | +39.1% | +31.9% |
| YTD | +51.2% | -25.0% | +76.2% | +70.0% |
| 1Y | +63.5% | -27.7% | +91.2% | +86.0% |
| 3Y | +2.5% | +15.3% | -12.8% | -10.6% |
| 5Y | +139.2% | -37.4% | +176.6% | +176.1% |
| 10Y | -4.8% | +117.5% | -122.2% | -45.8% |
| All | -4.8% | +114.9% | -119.7% | -45.8% |
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