-21.2%
TMUS vs SHEL
+43.6%
-64.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +3.3% |
| 7D | +7.5% | -3.2% | +10.7% | +7.8% |
| 30D | -3.3% | +5.5% | -8.9% | -4.2% |
| 3M | -9.7% | +14.4% | -24.0% | -11.3% |
| 6M | -17.2% | +16.2% | -33.4% | -19.0% |
| YTD | -20.3% | +42.4% | -62.8% | -21.4% |
| 1Y | -21.2% | +43.3% | -64.5% | -22.3% |
| All | -21.2% | +43.6% | -64.8% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling