+244.6%
TMUS vs VGT
+741.7%
-497.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.8% |
| 7D | +8.2% | -1.6% | +9.7% | +8.6% |
| 30D | +13.4% | -10.1% | +23.5% | +17.2% |
| 3M | -3.0% | -5.3% | +2.2% | -2.0% |
| 6M | -8.8% | +0.2% | -9.0% | -10.7% |
| YTD | -13.8% | +21.1% | -34.9% | -22.7% |
| 1Y | -17.1% | +18.2% | -35.2% | -24.9% |
| 3Y | +22.7% | +107.4% | -84.8% | -19.4% |
| 5Y | +52.8% | +111.5% | -58.7% | -3.3% |
| 10Y | +244.6% | +735.5% | -490.9% | -11.3% |
| All | +244.6% | +741.7% | -497.1% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 VGT 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