-17.3%
SLB vs TCOM
+3.0%
-20.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -4.3% | +6.5% | -10.8% | -5.7% |
| 30D | +1.9% | +13.3% | -11.4% | -1.2% |
| 3M | -5.7% | -6.5% | +0.7% | -4.5% |
| 6M | -5.3% | -16.3% | +11.0% | -2.0% |
| YTD | +32.2% | -38.7% | +70.9% | +46.0% |
| 1Y | +38.5% | -40.1% | +78.6% | +53.9% |
| 3Y | +1.1% | +30.6% | -29.5% | -12.5% |
| 5Y | +70.3% | +45.8% | +24.5% | +32.2% |
| 10Y | -17.3% | +8.1% | -25.4% | -36.9% |
| All | -17.3% | +3.0% | -20.3% | -36.9% |
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