+139.2%
SLB vs TRU
-35.2%
+174.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.2% |
| 7D | +0.4% | -7.2% | +7.6% | +1.9% |
| 30D | +13.6% | -2.8% | +16.4% | +14.1% |
| 3M | +1.5% | +13.0% | -11.5% | -1.7% |
| 6M | +23.0% | +0.7% | +22.3% | +21.6% |
| YTD | +51.2% | -9.0% | +60.2% | +52.2% |
| 1Y | +63.5% | -16.3% | +79.8% | +67.4% |
| 3Y | +2.5% | -1.1% | +3.6% | -0.3% |
| 5Y | +139.2% | -36.0% | +175.2% | +140.5% |
| All | +139.2% | -35.2% | +174.4% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling