+63.6%
SLB vs TRU
-7.3%
+70.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.6% |
| 7D | +0.8% | -6.8% | +7.6% | +1.3% |
| 30D | +15.8% | 0.0% | +15.8% | +15.8% |
| 3M | -0.3% | +13.3% | -13.6% | -1.6% |
| 6M | +21.3% | +3.4% | +17.9% | +21.0% |
| YTD | +52.3% | -6.4% | +58.7% | +55.8% |
| 1Y | +63.6% | -9.7% | +73.3% | +67.1% |
| All | +63.6% | -7.3% | +70.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling