+593.4%
SLB vs TRMB
+3,067.4%
-2,474.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -7.1% | -16.7% | +9.6% | -4.5% |
| 30D | +4.1% | -9.9% | +14.0% | +5.5% |
| 3M | -2.6% | -7.6% | +4.9% | -1.8% |
| 6M | -8.6% | -14.7% | +6.1% | -6.7% |
| YTD | +32.2% | -30.9% | +63.1% | +39.3% |
| 1Y | +40.7% | -31.3% | +72.0% | +48.2% |
| 3Y | -4.5% | +29.4% | -33.9% | -9.6% |
| 5Y | +66.4% | -37.4% | +103.7% | +74.2% |
| 10Y | -15.1% | +109.2% | -124.2% | -25.3% |
| All | +593.4% | +3,067.4% | -2,474.0% | +380.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling