-2.6%
SLB vs TRU
+146.7%
-149.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -1.9% | -6.5% | +4.6% | +0.2% |
| 30D | +7.8% | -2.5% | +10.3% | +8.5% |
| 3M | +2.7% | +10.4% | -7.7% | -1.8% |
| 6M | +22.2% | +1.6% | +20.5% | +19.2% |
| YTD | +51.1% | -9.7% | +60.8% | +52.3% |
| 1Y | +63.3% | -17.3% | +80.6% | +69.2% |
| 3Y | +2.4% | -1.8% | +4.2% | -5.1% |
| 5Y | +139.3% | -36.2% | +175.6% | +164.3% |
| 10Y | -2.6% | +143.2% | -145.8% | -27.8% |
| All | -2.6% | +146.7% | -149.3% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling