+62.5%
SLB vs TSEM
+273.4%
-210.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.3% | +0.1% |
| 7D | -7.1% | -17.5% | +10.4% | -5.3% |
| 30D | +4.1% | -44.7% | +48.8% | +10.2% |
| 3M | -2.6% | -38.9% | +36.2% | +1.5% |
| 6M | -8.6% | -36.7% | +28.1% | -7.1% |
| YTD | +32.2% | +17.0% | +15.2% | +22.0% |
| 1Y | +40.7% | +62.8% | -22.2% | +23.1% |
| 3Y | -4.5% | +471.3% | -475.8% | -32.1% |
| All | +62.5% | +273.4% | -210.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling