+244.6%
TMUS vs SHEL
+207.9%
+36.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +8.2% | -3.9% | +12.1% | +9.1% |
| 30D | +13.4% | -3.7% | +17.0% | +14.1% |
| 3M | -3.0% | +9.1% | -12.1% | -5.0% |
| 6M | -8.8% | +16.7% | -25.5% | -12.1% |
| YTD | -13.8% | +36.8% | -50.7% | -20.0% |
| 1Y | -17.1% | +31.8% | -48.9% | -22.4% |
| 3Y | +22.7% | +67.9% | -45.2% | +7.4% |
| 5Y | +52.8% | +163.3% | -110.5% | +17.5% |
| 10Y | +244.6% | +210.7% | +33.9% | +168.4% |
| All | +244.6% | +207.9% | +36.7% | +168.4% |
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