+641.5%
SLB vs TSEM
-31.2%
+672.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.8% | -4.3% | +0.1% |
| 7D | -7.1% | -17.5% | +10.4% | -5.4% |
| 30D | +4.1% | -44.7% | +48.8% | +9.8% |
| 3M | -2.6% | -38.9% | +36.2% | +1.3% |
| 6M | -8.6% | -36.7% | +28.1% | -6.6% |
| YTD | +32.2% | +17.0% | +15.2% | +25.9% |
| 1Y | +40.7% | +62.8% | -22.2% | +29.2% |
| 3Y | -4.5% | +471.3% | -475.8% | -23.7% |
| 5Y | +66.4% | +290.3% | -223.9% | +36.6% |
| 10Y | -15.1% | +790.1% | -805.2% | -35.9% |
| All | +641.5% | -31.2% | +672.8% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling