+1,523.5%
TMUS vs VCLT
+100.6%
+1,422.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +9.5% | +0.2% | +9.3% | +9.5% |
| 30D | +13.8% | +2.3% | +11.5% | +13.7% |
| 3M | -4.6% | -1.1% | -3.5% | -4.5% |
| 6M | -11.7% | -4.2% | -7.5% | -11.6% |
| YTD | -15.4% | -3.4% | -12.0% | -15.3% |
| 1Y | -16.1% | -3.8% | -12.4% | -16.0% |
| 3Y | +20.5% | +14.7% | +5.8% | +19.9% |
| 5Y | +48.7% | -16.7% | +65.4% | +45.0% |
| 10Y | +240.8% | +20.5% | +220.3% | +275.7% |
| All | +1,523.5% | +100.6% | +1,422.9% | +2,717.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling