-2.5%
SLB vs TCOM
-9.8%
+7.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +0.4% | -7.6% | +8.0% | +2.3% |
| 30D | +13.6% | -12.2% | +25.8% | +17.1% |
| 3M | +1.5% | -14.2% | +15.7% | +4.7% |
| 6M | +23.0% | -25.0% | +48.0% | +30.8% |
| YTD | +51.2% | -43.7% | +94.9% | +70.9% |
| 1Y | +63.5% | -44.5% | +108.0% | +85.2% |
| 3Y | +2.5% | +13.4% | -10.9% | -8.1% |
| 5Y | +139.2% | +26.5% | +112.7% | +93.3% |
| All | -2.5% | -9.8% | +7.2% | -25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling