+21.1%
TMO vs SLB
+46.1%
-25.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +0.8% | +3.5% | -2.7% | +0.5% |
| 30D | +4.0% | +6.5% | -2.5% | +3.6% |
| 3M | +17.6% | -0.2% | +17.8% | +17.6% |
| 6M | +57.3% | -5.7% | +63.0% | +59.1% |
| YTD | +21.2% | +36.8% | -15.7% | +9.9% |
| 1Y | +21.1% | +45.8% | -24.7% | +7.2% |
| All | +21.1% | +46.1% | -25.0% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling