+317.5%
TMUS vs VEA
+165.0%
+152.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +0.4% | -1.5% | +1.9% | +1.3% |
| 30D | +3.5% | -0.8% | +4.4% | +4.0% |
| 3M | -1.3% | +2.5% | -3.8% | -3.1% |
| 6M | -13.6% | +11.1% | -24.8% | -19.9% |
| YTD | -8.8% | +17.2% | -25.9% | -18.6% |
| 1Y | -22.9% | +24.5% | -47.4% | -34.0% |
| 3Y | +36.7% | +75.4% | -38.7% | -9.0% |
| 5Y | +46.6% | +61.1% | -14.5% | +3.2% |
| All | +317.5% | +165.0% | +152.5% | +97.4% |
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