+2.1%
SLB vs TSEM
+672.8%
-670.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -0.6% |
| 7D | +0.8% | +6.9% | -6.1% | +0.1% |
| 30D | +15.8% | +5.3% | +10.5% | +14.9% |
| 3M | -0.3% | -14.9% | +14.6% | -0.1% |
| 6M | +21.3% | +80.0% | -58.7% | +8.0% |
| YTD | +52.3% | +89.4% | -37.1% | +33.6% |
| 1Y | +63.6% | +253.1% | -189.5% | +28.0% |
| All | +2.1% | +672.8% | -670.7% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling