-23.5%
TMUS vs VG
-51.4%
+27.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +3.6% | -22.0% | +25.6% | +3.0% |
| 30D | -3.4% | -11.6% | +8.3% | -3.6% |
| 3M | -9.5% | -14.9% | +5.4% | -9.7% |
| 6M | -15.2% | -3.5% | -11.7% | -15.2% |
| YTD | -18.9% | +70.0% | -88.9% | -17.0% |
| 1Y | -17.7% | +50.0% | -67.7% | -16.0% |
| All | -23.5% | -51.4% | +27.9% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling