-14.3%
TMUS vs VG
-39.3%
+25.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.0% | -3.5% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +5.3% | +16.0% | -10.8% | +5.6% |
| 3M | +3.1% | +9.7% | -6.6% | +3.3% |
| 6M | -16.5% | +29.6% | -46.0% | -15.6% |
| YTD | -9.2% | +112.0% | -121.2% | -6.6% |
| 1Y | -26.5% | +12.8% | -39.3% | -25.7% |
| All | -14.3% | -39.3% | +25.0% | -14.5% |
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 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