+1,642.9%
TMUS vs VCLT
+103.4%
+1,539.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +5.3% | -0.9% | +6.1% | +5.3% |
| 3M | +3.1% | -3.2% | +6.4% | +3.3% |
| 6M | -16.5% | -3.8% | -12.6% | -16.3% |
| YTD | -9.2% | -2.0% | -7.1% | -9.1% |
| 1Y | -26.5% | -0.8% | -25.7% | -26.5% |
| 3Y | +39.0% | +12.3% | +26.7% | +38.3% |
| 5Y | +40.4% | -15.4% | +55.8% | +36.8% |
| 10Y | +303.7% | +15.7% | +288.0% | +329.8% |
| All | +1,642.9% | +103.4% | +1,539.5% | +2,923.0% |
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 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