+9,422.9%
TMO vs SLB
+858.3%
+8,564.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +0.8% | +3.5% | -2.7% | 0.0% |
| 30D | +4.0% | +6.5% | -2.5% | +2.6% |
| 3M | +17.6% | -0.2% | +17.8% | +17.3% |
| 6M | +57.3% | -5.7% | +63.0% | +57.8% |
| YTD | +21.2% | +36.8% | -15.7% | +11.6% |
| 1Y | +21.1% | +45.8% | -24.7% | +9.9% |
| 3Y | +58.8% | +3.4% | +55.5% | +52.9% |
| 5Y | +11.8% | +76.1% | -64.3% | -8.2% |
| 10Y | +376.2% | -13.0% | +389.3% | +320.7% |
| All | +9,422.9% | +858.3% | +8,564.6% | +4,481.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling