+275.3%
TMUS vs VFC
+71.0%
+204.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | +3.6% | +11.2% | -7.6% | +1.3% |
| 30D | -3.4% | +41.5% | -44.9% | -10.2% |
| 3M | -9.5% | +38.9% | -48.4% | -15.7% |
| 6M | -15.2% | +6.1% | -21.3% | -17.1% |
| YTD | -18.9% | +14.5% | -33.5% | -22.9% |
| 1Y | -17.7% | +46.0% | -63.7% | -26.1% |
| 3Y | +15.6% | +36.4% | -20.7% | -8.7% |
| 5Y | +38.9% | -67.5% | +106.4% | +70.6% |
| 10Y | +245.3% | -45.8% | +291.1% | +199.2% |
| All | +275.3% | +71.0% | +204.3% | +74.5% |
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