-14.2%
SLB vs TMUS
+248.1%
-262.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.5% |
| 7D | -1.2% | +8.2% | -9.3% | -3.6% |
| 30D | +4.5% | +13.4% | -8.9% | -0.2% |
| 3M | -4.6% | -3.0% | -1.5% | -4.6% |
| 6M | -6.3% | -8.8% | +2.5% | -4.9% |
| YTD | +35.0% | -13.8% | +48.8% | +38.7% |
| 1Y | +38.8% | -17.1% | +55.9% | +44.5% |
| 3Y | +3.3% | +22.7% | -19.4% | -11.7% |
| 5Y | +73.6% | +52.8% | +20.8% | +30.9% |
| 10Y | -14.2% | +244.6% | -258.9% | -45.9% |
| All | -14.2% | +248.1% | -262.3% | -45.9% |
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