+41.0%
SLB vs TEM
+60.7%
-19.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +0.4% | +3.2% | -2.8% | +0.2% |
| 30D | +13.6% | +23.5% | -9.9% | +11.5% |
| 3M | +1.5% | +32.3% | -30.8% | -1.3% |
| 6M | +23.0% | +23.0% | 0.0% | +19.8% |
| YTD | +51.2% | +8.9% | +42.3% | +48.4% |
| 1Y | +63.5% | -19.9% | +83.3% | +63.6% |
| All | +41.0% | +60.7% | -19.7% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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