+24.4%
SLB vs TEM
+111.1%
-86.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.0% | -10.1% | +0.2% |
| 7D | -3.7% | +7.6% | -11.3% | -4.2% |
| 30D | +2.9% | +19.0% | -16.1% | +1.5% |
| 3M | +0.2% | +62.2% | -62.0% | -3.8% |
| 6M | -4.4% | +69.4% | -73.8% | -9.1% |
| YTD | +33.4% | +43.0% | -9.6% | +28.0% |
| 1Y | +40.8% | +18.0% | +22.8% | +37.0% |
| All | +24.4% | +111.1% | -86.7% | +15.0% |
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