+1,502.2%
TSM vs SLB
-15.8%
+1,518.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | -2.5% | -3.7% | +1.2% | -1.5% |
| 30D | -14.3% | +2.9% | -17.2% | -14.8% |
| 3M | -7.2% | +0.2% | -7.5% | -7.5% |
| 6M | -5.1% | -4.4% | -0.7% | -4.7% |
| YTD | +28.9% | +33.4% | -4.5% | +18.7% |
| 1Y | +37.1% | +40.8% | -3.7% | +24.4% |
| 3Y | +341.5% | +3.2% | +338.3% | +324.5% |
| 5Y | +245.7% | +64.8% | +180.9% | +184.4% |
| 10Y | +1,502.2% | -16.6% | +1,518.8% | +1,274.5% |
| All | +1,502.2% | -15.8% | +1,518.1% | +1,274.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling