+206.2%
TMUS vs VEA
+155.2%
+51.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.1% |
| 7D | +6.5% | +1.8% | +4.7% | +5.1% |
| 30D | +11.3% | -0.9% | +12.2% | +11.8% |
| 3M | -2.9% | -5.0% | +2.2% | +0.4% |
| 6M | -10.5% | 0.0% | -10.5% | -11.8% |
| YTD | -14.4% | +12.2% | -26.6% | -24.0% |
| 1Y | -17.9% | +14.7% | -32.6% | -28.4% |
| 3Y | +21.9% | +73.2% | -51.3% | -25.2% |
| 5Y | +52.1% | +53.7% | -1.6% | +1.3% |
| 10Y | +242.4% | +159.3% | +83.1% | +44.3% |
| All | +206.2% | +155.2% | +51.0% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling