-14.4%
SLB vs TSEM
+873.2%
-887.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.6% | +20.5% | -18.0% | -1.5% |
| 30D | +4.4% | -29.0% | +33.3% | +11.0% |
| 3M | -2.7% | -39.4% | +36.6% | +6.0% |
| 6M | -7.5% | -28.5% | +21.0% | -7.0% |
| YTD | +34.8% | +34.4% | +0.4% | +12.2% |
| 1Y | +44.6% | +48.3% | -3.7% | +16.5% |
| 3Y | +3.2% | +543.5% | -540.4% | -49.2% |
| 5Y | +73.6% | +331.4% | -257.9% | -6.8% |
| All | -14.4% | +873.2% | -887.6% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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