+317.8%
TMUS vs VFC
-69.4%
+387.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -5.3% | -2.3% | -3.0% | -5.1% |
| 30D | +0.1% | -13.4% | +13.4% | +1.5% |
| 3M | -0.6% | -23.7% | +23.1% | +1.8% |
| 6M | -17.5% | -24.5% | +6.9% | -15.7% |
| YTD | -11.3% | -27.8% | +16.6% | -9.2% |
| 1Y | -25.4% | -13.5% | -11.9% | -25.4% |
| 3Y | +35.5% | -27.1% | +62.6% | +29.4% |
| 5Y | +41.9% | -79.0% | +120.9% | +77.3% |
| 10Y | +317.8% | -68.7% | +386.6% | +365.7% |
| All | +317.8% | -69.4% | +387.2% | +365.7% |
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