-4.5%
SLB vs TMUS
+15.4%
-20.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -7.1% | +3.6% | -10.7% | -7.3% |
| 30D | +4.1% | -3.4% | +7.5% | +4.3% |
| 3M | -2.6% | -9.5% | +6.8% | -1.9% |
| 6M | -8.6% | -15.2% | +6.6% | -7.7% |
| YTD | +32.2% | -18.9% | +51.1% | +33.4% |
| 1Y | +40.7% | -17.7% | +58.3% | +41.7% |
| 3Y | -4.5% | +15.6% | -20.2% | +0.8% |
| All | -4.5% | +15.4% | -20.0% | +0.8% |
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 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