+63.5%
SLB vs TSEM
+241.4%
-177.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | +0.4% | +10.4% | -10.0% | -0.1% |
| 30D | +13.6% | -12.9% | +26.5% | +14.3% |
| 3M | +1.5% | -9.2% | +10.7% | +0.9% |
| 6M | +23.0% | +98.8% | -75.7% | +15.0% |
| YTD | +51.2% | +87.2% | -36.0% | +41.5% |
| 1Y | +63.5% | +239.0% | -175.5% | +48.0% |
| All | +63.5% | +241.4% | -177.9% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling