-13.3%
TSLA vs SLB
+45.4%
-58.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | -4.7% | -4.1% | -0.6% | -4.0% |
| 30D | +1.7% | +2.5% | -0.8% | +1.2% |
| 3M | +17.7% | +2.0% | +15.7% | +17.4% |
| 6M | -1.9% | -6.3% | +4.5% | -0.1% |
| YTD | -14.3% | +36.5% | -50.9% | -14.8% |
| 1Y | -13.3% | +46.2% | -59.5% | -15.3% |
| All | -13.3% | +45.4% | -58.7% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling