+2.8%
SLB vs TMUS
+306.1%
-303.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | -7.7% | +9.0% | -16.8% | -10.1% |
| 30D | -0.7% | -3.2% | +2.5% | -0.6% |
| 3M | 0.0% | -6.9% | +6.9% | +1.0% |
| 6M | -10.4% | -16.4% | +6.0% | -7.2% |
| YTD | +31.5% | -19.6% | +51.1% | +37.0% |
| 1Y | +39.1% | -19.9% | +59.0% | +44.9% |
| 3Y | -5.7% | +14.5% | -20.2% | -13.1% |
| 5Y | +65.4% | +37.7% | +27.7% | +42.4% |
| 10Y | -15.6% | +242.2% | -257.8% | -44.1% |
| All | +2.8% | +306.1% | -303.3% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling