+305.7%
TMUS vs SHEL
+211.3%
+94.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -5.8% | +3.9% | -9.7% | -6.6% |
| 30D | -0.2% | +7.0% | -7.2% | -1.7% |
| 3M | -4.0% | +12.5% | -16.5% | -6.5% |
| 6M | -18.1% | +14.8% | -32.9% | -20.7% |
| YTD | -11.3% | +34.2% | -45.5% | -17.2% |
| 1Y | -24.7% | +37.0% | -61.7% | -30.2% |
| 3Y | +35.4% | +70.9% | -35.5% | +18.0% |
| 5Y | +42.4% | +192.5% | -150.1% | +6.5% |
| All | +305.7% | +211.3% | +94.3% | +202.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling