+39.1%
TMUS vs SHEL
+65.3%
-26.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.5% |
| 7D | +0.1% | +2.2% | -2.2% | -0.1% |
| 30D | +5.3% | +6.8% | -1.6% | +4.8% |
| 3M | +3.1% | +8.1% | -5.0% | +2.6% |
| 6M | -16.5% | +14.4% | -30.9% | -17.0% |
| YTD | -9.2% | +30.0% | -39.1% | -10.1% |
| 1Y | -26.5% | +33.3% | -59.8% | -27.4% |
| All | +39.1% | +65.3% | -26.2% | +35.9% |
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