+320.5%
TMUS vs VFC
+12.2%
+308.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.4% | -5.8% | -3.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +5.3% | -11.6% | +16.9% | +7.9% |
| 3M | +3.1% | -18.1% | +21.2% | +6.8% |
| 6M | -16.5% | -27.4% | +10.9% | -11.9% |
| YTD | -9.2% | -24.8% | +15.7% | -5.4% |
| 1Y | -26.5% | -8.2% | -18.3% | -27.7% |
| 3Y | +39.0% | -29.1% | +68.1% | +27.1% |
| 5Y | +40.4% | -79.2% | +119.5% | +89.7% |
| 10Y | +303.7% | -68.1% | +371.8% | +302.3% |
| All | +320.5% | +12.2% | +308.2% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling