+124.0%
SHOP vs TMUS
+41.6%
+82.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +2.9% | -0.5% |
| 7D | -5.1% | +0.1% | -5.2% | -5.1% |
| 30D | +0.6% | +5.3% | -4.7% | +0.5% |
| 3M | +25.0% | +3.1% | +21.9% | +25.3% |
| 6M | +11.9% | -16.5% | +28.4% | +11.6% |
| YTD | -9.9% | -9.2% | -0.7% | -10.2% |
| 1Y | 0.0% | -26.5% | +26.4% | +3.1% |
| All | +124.0% | +41.6% | +82.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling