+13,634.3%
TSM vs SLB
+158.8%
+13,475.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.3% |
| 30D | +3.6% | +15.8% | -12.2% | -1.5% |
| 3M | -3.4% | -0.3% | -3.0% | -4.1% |
| 6M | +20.6% | +21.3% | -0.7% | +12.0% |
| YTD | +41.9% | +52.3% | -10.4% | +21.8% |
| 1Y | +84.4% | +63.6% | +20.8% | +54.1% |
| 3Y | +380.2% | +3.8% | +376.5% | +354.4% |
| 5Y | +275.3% | +128.6% | +146.7% | +156.2% |
| 10Y | +1,751.4% | -3.1% | +1,754.5% | +1,408.6% |
| All | +13,634.3% | +158.8% | +13,475.6% | +7,264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling