+837.0%
SLB vs TRV
+7,257.4%
-6,420.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +4.4% | +8.0% | -3.6% | +0.9% |
| 3M | -2.7% | +9.3% | -12.0% | -6.6% |
| 6M | -7.5% | +36.2% | -43.8% | -19.5% |
| YTD | +34.8% | +40.6% | -5.7% | +15.5% |
| 1Y | +44.6% | +43.1% | +1.5% | +22.8% |
| 3Y | +3.2% | +149.6% | -146.4% | -32.1% |
| 5Y | +73.6% | +181.6% | -108.1% | +8.6% |
| 10Y | -14.3% | +352.5% | -366.8% | -55.1% |
| All | +837.0% | +7,257.4% | -6,420.4% | +153.8% |
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