+3,257.8%
SHOP vs TMUS
+309.3%
+2,948.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | +1.0% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +0.6% | +5.3% | -4.7% | -1.8% |
| 3M | +25.0% | +3.1% | +21.9% | +22.3% |
| 6M | +11.9% | -16.5% | +28.4% | +19.9% |
| YTD | -9.9% | -9.2% | -0.7% | -8.5% |
| 1Y | 0.0% | -26.5% | +26.4% | +12.6% |
| 3Y | +117.5% | +39.0% | +78.5% | +61.4% |
| 5Y | -6.6% | +40.4% | -47.0% | -31.2% |
| All | +3,257.8% | +309.3% | +2,948.5% | +1,376.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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