+76.4%
SLB vs TMUS
+51.5%
+24.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +3.5% | +4.9% | -1.4% | +2.9% |
| 30D | +6.5% | +7.7% | -1.2% | +5.3% |
| 3M | -0.2% | -6.8% | +6.6% | +0.7% |
| 6M | -5.7% | -9.7% | +4.0% | -4.7% |
| YTD | +36.8% | -15.0% | +51.8% | +39.1% |
| 1Y | +45.8% | -19.1% | +64.9% | +49.5% |
| 3Y | +3.4% | +21.4% | -18.1% | -5.1% |
| All | +76.4% | +51.5% | +24.9% | +58.2% |
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