+39.5%
TMUS vs VFC
-28.0%
+67.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +5.3% | -11.6% | +16.9% | +5.2% |
| 3M | +3.1% | -18.1% | +21.2% | +3.2% |
| 6M | -16.5% | -27.4% | +10.9% | -16.6% |
| YTD | -9.2% | -24.8% | +15.7% | -9.3% |
| 1Y | -26.5% | -8.2% | -18.3% | -26.4% |
| All | +39.5% | -28.0% | +67.5% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling