+234.7%
TMUS vs VFC
-44.8%
+279.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +3.9% |
| 7D | +5.3% | +7.7% | -2.3% | +4.6% |
| 30D | +13.5% | +39.2% | -25.7% | +10.0% |
| 3M | -4.2% | +40.3% | -44.5% | -7.4% |
| 6M | -11.9% | +11.4% | -23.3% | -13.2% |
| YTD | -15.6% | +17.5% | -33.1% | -17.6% |
| 1Y | -16.8% | +45.9% | -62.6% | -20.7% |
| 3Y | +20.8% | +47.3% | -26.5% | +6.4% |
| 5Y | +48.0% | -67.2% | +115.2% | +78.9% |
| 10Y | +234.7% | -46.1% | +280.8% | +243.2% |
| All | +234.7% | -44.8% | +279.5% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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