+20.8%
TMUS vs SHEL
+72.0%
-51.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.1% |
| 7D | +5.3% | -5.8% | +11.1% | +5.7% |
| 30D | +13.5% | -1.3% | +14.8% | +13.5% |
| 3M | -4.2% | +12.7% | -16.9% | -5.0% |
| 6M | -11.9% | +19.9% | -31.8% | -12.9% |
| YTD | -15.6% | +38.3% | -53.8% | -16.8% |
| 1Y | -16.8% | +35.7% | -52.5% | -17.9% |
| 3Y | +20.8% | +71.7% | -50.9% | +20.0% |
| All | +20.8% | +72.0% | -51.2% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling