+2.1%
SLB vs TRV
+141.7%
-139.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | +0.8% | -0.1% | +1.0% | +0.8% |
| 30D | +15.8% | -3.4% | +19.3% | +16.6% |
| 3M | -0.3% | +26.4% | -26.7% | -5.8% |
| 6M | +21.3% | +19.3% | +2.0% | +16.5% |
| YTD | +52.3% | +28.3% | +24.0% | +43.1% |
| 1Y | +63.6% | +34.3% | +29.3% | +51.5% |
| All | +2.1% | +141.7% | -139.6% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 3y: compounded portfolio wealth divided by compounded TRV 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…
3y analysis · Full analysis span regression · 6 months rolling