+958.5%
SLB vs TRV
+6,617.1%
-5,658.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +0.8% | -0.1% | +1.0% | +0.9% |
| 30D | +15.8% | -3.4% | +19.3% | +17.4% |
| 3M | -0.3% | +26.4% | -26.7% | -10.3% |
| 6M | +21.3% | +19.3% | +2.0% | +11.7% |
| YTD | +52.3% | +28.3% | +24.0% | +35.8% |
| 1Y | +63.6% | +34.3% | +29.3% | +42.7% |
| 3Y | +3.8% | +140.1% | -136.4% | -30.6% |
| 5Y | +128.6% | +155.7% | -27.1% | +49.1% |
| 10Y | -3.1% | +285.5% | -288.6% | -45.9% |
| All | +958.5% | +6,617.1% | -5,658.6% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling