+320.5%
TMUS vs SHEL
+257.9%
+62.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.1% | -3.7% |
| 7D | +0.1% | +2.2% | -2.2% | -0.8% |
| 30D | +5.3% | +6.8% | -1.6% | +2.6% |
| 3M | +3.1% | +8.1% | -5.0% | -0.2% |
| 6M | -16.5% | +14.4% | -30.9% | -21.0% |
| YTD | -9.2% | +30.0% | -39.1% | -18.5% |
| 1Y | -26.5% | +33.3% | -59.8% | -34.9% |
| 3Y | +39.0% | +66.4% | -27.4% | +10.6% |
| 5Y | +40.4% | +178.6% | -138.2% | -13.2% |
| 10Y | +303.7% | +198.4% | +105.3% | +112.5% |
| All | +320.5% | +257.9% | +62.6% | +69.1% |
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