+317.8%
TMUS vs VCLT
+16.9%
+300.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | +0.1% | 0.0% | +0.1% |
| 3M | -0.6% | -2.9% | +2.3% | +0.2% |
| 6M | -17.5% | -4.0% | -13.6% | -16.6% |
| YTD | -11.3% | -2.2% | -9.0% | -10.7% |
| 1Y | -25.4% | -2.6% | -22.8% | -24.9% |
| 3Y | +35.5% | +12.3% | +23.2% | +29.7% |
| 5Y | +41.9% | -16.4% | +58.3% | +48.2% |
| 10Y | +317.8% | +18.1% | +299.8% | +294.7% |
| All | +317.8% | +16.9% | +300.9% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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