+323.5%
TSM vs SLB
+1.2%
+322.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | -2.1% | -4.3% | +2.2% | -0.7% |
| 30D | -12.5% | +1.9% | -14.5% | -12.9% |
| 3M | -5.0% | -5.7% | +0.7% | -3.7% |
| 6M | -3.2% | -5.3% | +2.1% | -2.3% |
| YTD | +31.5% | +32.2% | -0.7% | +18.6% |
| 1Y | +35.7% | +38.5% | -2.8% | +20.3% |
| 3Y | +323.5% | +1.1% | +322.4% | +289.1% |
| All | +323.5% | +1.2% | +322.3% | +289.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling