+62.5%
SLB vs TCOM
+44.6%
+18.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -7.1% | +12.1% | -19.2% | -8.3% |
| 30D | +4.1% | +16.5% | -12.4% | +2.3% |
| 3M | -2.6% | -4.0% | +1.4% | -2.3% |
| 6M | -8.6% | -18.5% | +10.0% | -6.7% |
| YTD | +32.2% | -38.3% | +70.5% | +38.7% |
| 1Y | +40.7% | -36.6% | +77.3% | +47.1% |
| 3Y | -4.5% | +31.1% | -35.7% | -9.3% |
| All | +62.5% | +44.6% | +18.0% | +58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling