-19.3%
TMUS vs VG
-44.1%
+24.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.5% |
| 7D | +6.5% | +15.1% | -8.6% | +6.9% |
| 30D | +11.3% | -4.2% | +15.4% | +11.3% |
| 3M | -2.9% | -3.1% | +0.2% | -2.9% |
| 6M | -10.5% | +0.3% | -10.9% | -10.4% |
| YTD | -14.4% | +95.5% | -109.9% | -12.1% |
| 1Y | -17.9% | +64.4% | -82.3% | -16.0% |
| All | -19.3% | -44.1% | +24.8% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling