+2,883.7%
TSLA vs SLB
-15.8%
+2,899.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | -6.4% | -3.7% | -2.7% | -5.2% |
| 30D | -1.2% | +2.9% | -4.1% | -2.0% |
| 3M | +15.1% | +0.2% | +14.8% | +14.8% |
| 6M | -11.7% | -4.4% | -7.3% | -11.1% |
| YTD | -15.9% | +33.4% | -49.4% | -23.8% |
| 1Y | -12.0% | +40.8% | -52.8% | -21.7% |
| 3Y | +80.0% | +3.2% | +76.9% | +72.4% |
| 5Y | +10.8% | +64.8% | -54.0% | -11.5% |
| 10Y | +2,883.7% | -16.6% | +2,900.2% | +2,249.6% |
| All | +2,883.7% | -15.8% | +2,899.5% | +2,249.6% |
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