-2.6%
SLB vs TCOM
-12.7%
+10.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.7% |
| 7D | -1.9% | -10.2% | +8.3% | +0.6% |
| 30D | +7.8% | -16.8% | +24.6% | +12.5% |
| 3M | +2.7% | -16.7% | +19.4% | +6.6% |
| 6M | +22.2% | -27.1% | +49.2% | +30.7% |
| YTD | +51.1% | -45.5% | +96.6% | +72.0% |
| 1Y | +63.3% | -45.9% | +109.2% | +86.1% |
| 3Y | +2.4% | +9.8% | -7.3% | -7.5% |
| 5Y | +139.3% | +23.8% | +115.5% | +93.9% |
| 10Y | -2.6% | -10.8% | +8.2% | -25.1% |
| All | -2.6% | -12.7% | +10.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TCOM 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling