+306.1%
TMUS vs SHEL
+210.2%
+95.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.3% | +3.0% | -8.3% | -5.9% |
| 30D | +0.1% | +7.2% | -7.1% | -1.4% |
| 3M | -0.6% | +12.9% | -13.5% | -3.3% |
| 6M | -17.5% | +13.7% | -31.2% | -20.0% |
| YTD | -11.3% | +33.7% | -44.9% | -17.1% |
| 1Y | -25.4% | +37.9% | -63.3% | -30.9% |
| 3Y | +35.5% | +70.2% | -34.7% | +18.3% |
| 5Y | +41.9% | +192.3% | -150.4% | +6.1% |
| All | +306.1% | +210.2% | +95.9% | +203.2% |
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