-23.6%
TMUS vs VFC
-11.5%
-12.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.3% |
| 30D | +3.1% | -11.9% | +15.1% | +3.4% |
| 3M | +2.4% | -20.2% | +22.6% | +3.0% |
| 6M | -17.1% | -23.0% | +5.9% | -16.8% |
| YTD | -9.1% | -26.2% | +17.1% | -9.3% |
| 1Y | -23.6% | -13.3% | -10.3% | -23.2% |
| All | -23.6% | -11.5% | -12.2% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling