+70.3%
SLB vs TRU
-26.3%
+96.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -4.3% | +4.6% | -8.9% | -5.1% |
| 30D | +1.9% | +25.4% | -23.5% | -2.9% |
| 3M | -5.7% | +4.0% | -9.7% | -7.0% |
| 6M | -5.3% | +14.5% | -19.8% | -9.0% |
| YTD | +32.2% | -3.7% | +35.9% | +31.0% |
| 1Y | +38.5% | +2.8% | +35.7% | +35.1% |
| 3Y | +1.1% | +58.5% | -57.4% | -8.8% |
| 5Y | +70.3% | -25.0% | +95.3% | +65.9% |
| All | +70.3% | -26.3% | +96.6% | +65.9% |
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