-14.4%
SLB vs TCOM
+5.0%
-19.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +2.6% | -1.4% | +3.9% | +2.9% |
| 30D | +4.4% | +11.5% | -7.1% | +1.6% |
| 3M | -2.7% | -5.2% | +2.5% | -1.8% |
| 6M | -7.5% | -16.9% | +9.4% | -4.2% |
| YTD | +34.8% | -39.9% | +74.7% | +49.7% |
| 1Y | +44.6% | -42.1% | +86.7% | +61.9% |
| 3Y | +3.2% | +28.0% | -24.9% | -10.3% |
| 5Y | +73.6% | +40.4% | +33.2% | +36.4% |
| All | -14.4% | +5.0% | -19.3% | -34.4% |
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