-16.3%
TMUS vs VG
+32.8%
-49.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.8% | +4.2% |
| 7D | +5.3% | -8.3% | +13.7% | +5.2% |
| 30D | +13.5% | -10.3% | +23.9% | +13.3% |
| 3M | -4.2% | -10.8% | +6.5% | -4.4% |
| 6M | -11.9% | +3.5% | -15.4% | -12.2% |
| YTD | -15.6% | +74.0% | -89.5% | -12.8% |
| All | -16.3% | +32.8% | -49.1% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling