+2,681.1%
TSLA vs SLB
-16.2%
+2,697.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.7% | +4.1% |
| 7D | -10.4% | -7.1% | -3.3% | -8.4% |
| 30D | -5.2% | +4.1% | -9.3% | -6.3% |
| 3M | +12.1% | -2.6% | +14.7% | +12.7% |
| 6M | -10.2% | -8.6% | -1.6% | -8.4% |
| YTD | -20.3% | +32.2% | -52.5% | -27.6% |
| 1Y | -19.7% | +40.7% | -60.3% | -28.6% |
| 3Y | +63.4% | -4.5% | +67.9% | +59.5% |
| 5Y | -12.1% | +66.4% | -78.4% | -30.0% |
| All | +2,681.1% | -16.2% | +2,697.3% | +2,094.0% |
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