-19.1%
TMUS vs VGT
+16.0%
-35.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -1.3% |
| 7D | +4.9% | +2.5% | +2.4% | +5.9% |
| 30D | +7.7% | -9.5% | +17.2% | +3.6% |
| 3M | -6.8% | -9.5% | +2.7% | -10.2% |
| 6M | -9.7% | -1.8% | -7.9% | -9.3% |
| YTD | -15.0% | +18.4% | -33.3% | -7.5% |
| 1Y | -19.1% | +18.7% | -37.9% | -12.0% |
| All | -19.1% | +16.0% | -35.1% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling