+1,641.8%
TSM vs SLB
-14.8%
+1,656.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.1% | +2.1% | +3.7% |
| 7D | +4.4% | -1.2% | +5.6% | +4.9% |
| 30D | -7.0% | +4.5% | -11.5% | -7.9% |
| 3M | -1.8% | -4.6% | +2.8% | -0.9% |
| 6M | +2.7% | -6.3% | +8.9% | +3.6% |
| YTD | +37.1% | +35.0% | +2.1% | +25.9% |
| 1Y | +43.5% | +38.8% | +4.7% | +30.6% |
| 3Y | +341.5% | +3.3% | +338.2% | +324.4% |
| 5Y | +278.9% | +73.6% | +205.2% | +207.6% |
| 10Y | +1,641.8% | -14.2% | +1,656.0% | +1,390.4% |
| All | +1,641.8% | -14.8% | +1,656.6% | +1,390.4% |
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