+225.0%
TMUS vs VEA
+170.4%
+54.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.7% |
| 30D | +5.3% | +1.9% | +3.3% | +3.6% |
| 3M | +3.1% | +3.2% | -0.1% | -0.1% |
| 6M | -16.5% | +10.2% | -26.7% | -24.0% |
| YTD | -9.2% | +18.9% | -28.1% | -22.4% |
| 1Y | -26.5% | +29.3% | -55.8% | -41.4% |
| 3Y | +39.0% | +76.8% | -37.7% | -15.4% |
| 5Y | +40.4% | +61.2% | -20.9% | -9.3% |
| 10Y | +303.7% | +163.3% | +140.4% | +69.7% |
| All | +225.0% | +170.4% | +54.6% | +47.7% |
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