+73.6%
SLB vs TRV
+178.6%
-104.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.3% |
| 7D | -1.2% | -2.4% | +1.2% | -0.2% |
| 30D | +4.5% | +7.5% | -3.0% | +1.3% |
| 3M | -4.6% | +6.7% | -11.3% | -7.3% |
| 6M | -6.3% | +35.5% | -41.7% | -18.4% |
| YTD | +35.0% | +39.3% | -4.3% | +15.4% |
| 1Y | +38.8% | +41.8% | -3.0% | +17.6% |
| 3Y | +3.3% | +147.3% | -144.0% | -39.2% |
| 5Y | +73.6% | +178.3% | -104.7% | -10.1% |
| All | +73.6% | +178.6% | -104.9% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling