-17.3%
SLB vs TMUS
+235.5%
-252.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -4.3% | +9.5% | -13.8% | -7.1% |
| 30D | +1.9% | +13.8% | -11.9% | -2.9% |
| 3M | -5.7% | -4.6% | -1.1% | -5.3% |
| 6M | -5.3% | -11.7% | +6.4% | -2.9% |
| YTD | +32.2% | -15.4% | +47.5% | +36.5% |
| 1Y | +38.5% | -16.1% | +54.6% | +43.3% |
| 3Y | +1.1% | +20.5% | -19.3% | -13.1% |
| 5Y | +70.3% | +48.7% | +21.5% | +29.7% |
| 10Y | -17.3% | +240.8% | -258.1% | -47.3% |
| All | -17.3% | +235.5% | -252.8% | -47.3% |
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