+239.9%
TMUS vs VEA
+161.1%
+78.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +6.5% | +1.8% | +4.7% | +5.5% |
| 30D | +11.3% | -0.9% | +12.2% | +11.6% |
| 3M | -2.9% | -5.0% | +2.2% | -0.4% |
| 6M | -10.5% | 0.0% | -10.5% | -11.5% |
| YTD | -14.4% | +12.2% | -26.6% | -22.1% |
| 1Y | -17.9% | +14.7% | -32.6% | -26.4% |
| 3Y | +21.9% | +73.2% | -51.3% | -19.0% |
| 5Y | +52.1% | +53.7% | -1.6% | +9.8% |
| All | +239.9% | +161.1% | +78.8% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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