+290.8%
TMUS vs SHEL
+280.7%
+10.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +5.3% | -5.8% | +11.1% | +7.7% |
| 30D | +13.5% | -1.3% | +14.8% | +13.9% |
| 3M | -4.2% | +12.7% | -16.9% | -8.7% |
| 6M | -11.9% | +19.9% | -31.8% | -18.2% |
| YTD | -15.6% | +38.3% | -53.8% | -26.2% |
| 1Y | -16.8% | +35.7% | -52.5% | -26.8% |
| 3Y | +20.8% | +71.7% | -50.9% | -5.0% |
| 5Y | +48.0% | +158.4% | -110.4% | -5.0% |
| 10Y | +234.7% | +204.1% | +30.7% | +76.2% |
| All | +290.8% | +280.7% | +10.1% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling