+226.7%
SLB vs TCOM
+2,870.5%
-2,643.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | -1.2% | +2.2% | -3.3% | -1.7% |
| 30D | +4.5% | +12.5% | -8.0% | +1.7% |
| 3M | -4.6% | -5.6% | +1.0% | -3.6% |
| 6M | -6.3% | -16.5% | +10.2% | -3.3% |
| YTD | +35.0% | -39.4% | +74.3% | +48.0% |
| 1Y | +38.8% | -41.0% | +79.8% | +53.0% |
| 3Y | +3.3% | +29.2% | -26.0% | -7.8% |
| 5Y | +73.6% | +41.6% | +32.0% | +41.1% |
| 10Y | -14.2% | +6.6% | -20.8% | -28.8% |
| All | +226.7% | +2,870.5% | -2,643.8% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling