+1,709.2%
TSM vs SLB
-3.4%
+1,712.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | +3.6% | +15.8% | -12.2% | -0.3% |
| 3M | -3.4% | -0.3% | -3.0% | -3.8% |
| 6M | +20.6% | +21.3% | -0.7% | +14.1% |
| YTD | +41.9% | +52.3% | -10.4% | +26.5% |
| 1Y | +84.4% | +63.6% | +20.8% | +61.1% |
| 3Y | +380.2% | +3.8% | +376.5% | +359.7% |
| 5Y | +275.3% | +128.6% | +146.7% | +183.1% |
| All | +1,709.2% | -3.4% | +1,712.6% | +1,411.4% |
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