+38.8%
SLB vs TRU
+2.0%
+36.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | +4.5% | +24.3% | -19.8% | +3.2% |
| 3M | -4.6% | +2.3% | -6.9% | -5.1% |
| 6M | -6.3% | +17.7% | -23.9% | -7.7% |
| YTD | +35.0% | -3.8% | +38.7% | +39.2% |
| 1Y | +38.8% | -0.3% | +39.1% | +39.6% |
| All | +38.8% | +2.0% | +36.8% | +39.6% |
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