+3,608.8%
SHOP vs TMUS
+238.1%
+3,370.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.2% |
| 7D | -5.4% | +3.6% | -9.0% | -6.7% |
| 30D | -10.3% | -3.4% | -6.9% | -10.1% |
| 3M | +1.0% | -9.5% | +10.5% | +4.0% |
| 6M | +41.2% | -15.2% | +56.4% | +48.6% |
| YTD | -7.5% | -18.9% | +11.4% | -2.6% |
| 1Y | -4.6% | -17.7% | +13.1% | -0.7% |
| 3Y | +146.4% | +15.6% | +130.8% | +96.6% |
| 5Y | -2.5% | +38.9% | -41.5% | -30.0% |
| All | +3,608.8% | +238.1% | +3,370.7% | +1,680.2% |
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