+38.8%
TMUS vs VEA
+79.2%
-40.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -0.3% | +1.9% | -2.1% | -0.4% |
| 30D | +3.1% | +0.8% | +2.4% | +3.1% |
| 3M | +2.4% | +5.7% | -3.3% | +1.8% |
| 6M | -17.1% | +13.3% | -30.4% | -18.5% |
| YTD | -9.1% | +18.4% | -27.5% | -12.1% |
| 1Y | -23.6% | +27.0% | -50.6% | -27.8% |
| 3Y | +38.8% | +79.3% | -40.4% | +15.0% |
| All | +38.8% | +79.2% | -40.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling