-11.2%
SHOP vs TMUS
+51.5%
-62.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -1.2% | +4.9% | -6.1% | -2.6% |
| 30D | -14.7% | +7.7% | -22.4% | -16.7% |
| 3M | -7.2% | -6.8% | -0.4% | -5.8% |
| 6M | +54.2% | -9.7% | +63.9% | +57.4% |
| YTD | -8.6% | -15.0% | +6.3% | -6.2% |
| 1Y | +0.5% | -19.1% | +19.6% | +5.7% |
| 3Y | +135.9% | +21.4% | +114.5% | +65.4% |
| All | -11.2% | +51.5% | -62.7% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling