+236.4%
TSM vs SLB
+65.5%
+170.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.8% | +6.2% |
| 7D | -7.6% | -7.1% | -0.4% | -5.9% |
| 30D | -20.5% | +4.1% | -24.6% | -21.1% |
| 3M | -10.0% | -2.6% | -7.3% | -9.6% |
| 6M | -10.1% | -8.6% | -1.5% | -8.7% |
| YTD | +24.5% | +32.2% | -7.7% | +15.6% |
| 1Y | +31.2% | +40.7% | -9.5% | +19.9% |
| 3Y | +322.0% | -4.5% | +326.5% | +308.2% |
| All | +236.4% | +65.5% | +170.9% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling