-16.6%
SLB vs TSN
+13.2%
-29.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.7% | +4.9% | -8.6% | -5.7% |
| 30D | +2.9% | +12.1% | -9.1% | -2.2% |
| 3M | +0.2% | +4.1% | -3.9% | -2.0% |
| 6M | -4.4% | -10.9% | +6.4% | -0.5% |
| YTD | +33.4% | +4.8% | +28.6% | +28.0% |
| 1Y | +40.8% | +17.6% | +23.1% | +27.7% |
| 3Y | +3.2% | +43.2% | -40.0% | -16.8% |
| 5Y | +64.8% | -13.9% | +78.7% | +67.2% |
| 10Y | -16.6% | +11.8% | -28.4% | -31.2% |
| All | -16.6% | +13.2% | -29.7% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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