-4.8%
SLB vs TSN
-9.5%
+4.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.4% |
| 7D | +0.4% | -5.0% | +5.5% | +2.5% |
| 30D | +13.6% | -9.1% | +22.7% | +18.0% |
| 3M | +1.5% | -7.4% | +8.9% | +4.2% |
| 6M | +23.0% | -13.4% | +36.4% | +28.8% |
| YTD | +51.2% | -8.5% | +59.7% | +54.1% |
| 1Y | +63.5% | -3.2% | +66.7% | +61.9% |
| 3Y | +2.5% | +11.5% | -9.0% | -7.0% |
| 5Y | +139.2% | -19.5% | +158.7% | +148.5% |
| 10Y | -4.8% | -9.1% | +4.3% | -13.6% |
| All | -4.8% | -9.5% | +4.7% | -13.6% |
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