+239.9%
TMUS vs SHEL
+218.8%
+21.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.5% | -1.6% | +8.1% | +6.9% |
| 30D | +11.3% | -4.3% | +15.6% | +12.2% |
| 3M | -2.9% | +10.4% | -13.3% | -5.1% |
| 6M | -10.5% | +17.5% | -28.1% | -13.9% |
| YTD | -14.4% | +37.8% | -52.2% | -20.7% |
| 1Y | -17.9% | +33.8% | -51.7% | -23.4% |
| 3Y | +21.9% | +69.1% | -47.2% | +6.5% |
| 5Y | +52.1% | +165.7% | -113.6% | +16.7% |
| All | +239.9% | +218.8% | +21.1% | +163.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling