-9.2%
SLB vs TRU
+238.0%
-247.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +2.2% |
| 7D | +0.8% | -6.8% | +7.6% | +3.1% |
| 30D | +15.8% | 0.0% | +15.8% | +15.5% |
| 3M | -0.3% | +13.3% | -13.6% | -5.5% |
| 6M | +21.3% | +3.4% | +17.9% | +17.8% |
| YTD | +52.3% | -6.4% | +58.7% | +51.7% |
| 1Y | +63.6% | -9.7% | +73.3% | +64.1% |
| 3Y | +3.8% | +0.1% | +3.6% | -4.3% |
| 5Y | +128.6% | -34.0% | +162.7% | +146.1% |
| 10Y | -3.1% | +147.9% | -150.9% | -34.8% |
| All | -9.2% | +238.0% | -247.2% | -42.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling