-17.1%
TMUS vs VCLT
-3.9%
-13.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +8.2% | -0.6% | +8.7% | +8.1% |
| 30D | +13.4% | +2.3% | +11.1% | +13.9% |
| 3M | -3.0% | -0.9% | -2.1% | -3.5% |
| 6M | -8.8% | -3.6% | -5.2% | -9.7% |
| YTD | -13.8% | -3.2% | -10.7% | -14.2% |
| 1Y | -17.1% | -4.2% | -12.9% | -18.0% |
| All | -17.1% | -3.9% | -13.1% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling