+3,781.0%
SHOP vs TMUS
+244.6%
+3,536.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -1.2% | +4.9% | -6.1% | -3.2% |
| 30D | -14.7% | +7.7% | -22.4% | -17.8% |
| 3M | -7.2% | -6.8% | -0.4% | -5.6% |
| 6M | +54.2% | -9.7% | +63.9% | +57.7% |
| YTD | -8.6% | -15.0% | +6.3% | -5.8% |
| 1Y | +0.5% | -19.1% | +19.6% | +6.3% |
| 3Y | +135.9% | +21.4% | +114.5% | +83.9% |
| 5Y | -11.9% | +51.2% | -63.1% | -39.4% |
| All | +3,781.0% | +244.6% | +3,536.4% | +1,643.0% |
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