-2.6%
SLB vs TSEM
+1,283.8%
-1,286.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | -1.9% | +4.7% | -6.6% | -2.9% |
| 30D | +7.8% | -14.2% | +22.0% | +11.0% |
| 3M | +2.7% | -5.0% | +7.7% | +0.3% |
| 6M | +22.2% | +87.6% | -65.4% | -2.3% |
| YTD | +51.1% | +84.4% | -33.4% | +19.6% |
| 1Y | +63.3% | +235.4% | -172.1% | +8.0% |
| 3Y | +2.4% | +668.0% | -665.6% | -49.9% |
| 5Y | +139.3% | +644.7% | -505.4% | +11.7% |
| 10Y | -2.6% | +1,326.7% | -1,329.3% | -64.4% |
| All | -2.6% | +1,283.8% | -1,286.4% | -64.4% |
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