+61.6%
SLB vs TRMB
-38.8%
+100.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.4% |
| 7D | -7.7% | -17.9% | +10.2% | -3.0% |
| 30D | -0.7% | -12.0% | +11.3% | +2.1% |
| 3M | 0.0% | -8.4% | +8.4% | +1.4% |
| 6M | -10.4% | -21.5% | +11.1% | -5.2% |
| YTD | +31.5% | -31.5% | +63.0% | +44.6% |
| 1Y | +39.1% | -33.4% | +72.6% | +54.1% |
| 3Y | -5.7% | +26.5% | -32.2% | -13.4% |
| All | +61.6% | -38.8% | +100.4% | +71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling