+41.0%
TMUS vs VFC
-67.4%
+108.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | +3.6% | +11.2% | -7.6% | +3.2% |
| 30D | -3.4% | +41.5% | -44.9% | -4.4% |
| 3M | -9.5% | +38.9% | -48.4% | -10.4% |
| 6M | -15.2% | +6.1% | -21.3% | -15.5% |
| YTD | -18.9% | +14.5% | -33.5% | -19.5% |
| 1Y | -17.7% | +46.0% | -63.7% | -19.0% |
| 3Y | +15.6% | +36.4% | -20.7% | +10.0% |
| All | +41.0% | -67.4% | +108.4% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling