+23.3%
SLB vs TEM
+90.1%
-66.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.0% | -7.4% | 0.0% |
| 7D | -7.1% | +5.3% | -12.4% | -7.5% |
| 30D | +4.1% | +8.1% | -4.0% | +3.4% |
| 3M | -2.6% | +64.9% | -67.5% | -6.7% |
| 6M | -8.6% | +42.1% | -50.7% | -11.9% |
| YTD | +32.2% | +28.8% | +3.4% | +27.8% |
| 1Y | +40.7% | +5.5% | +35.2% | +37.9% |
| All | +23.3% | +90.1% | -66.8% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling