+10.6%
TMO vs SLB
+129.6%
-119.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.6% | -2.5% | +1.9% | -0.3% |
| 30D | +1.1% | +7.1% | -6.0% | +0.2% |
| 3M | +28.3% | +0.6% | +27.7% | +28.0% |
| 6M | +23.3% | +17.6% | +5.7% | +19.7% |
| YTD | +5.5% | +48.5% | -43.0% | -1.2% |
| 1Y | +24.5% | +59.4% | -34.8% | +15.4% |
| 3Y | +19.6% | -0.4% | +19.9% | +13.7% |
| All | +10.6% | +129.6% | -119.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling