-17.1%
TMUS vs VGT
+17.9%
-35.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +2.9% |
| 7D | +8.2% | -1.6% | +9.7% | +7.3% |
| 30D | +13.4% | -10.1% | +23.5% | +8.8% |
| 3M | -3.0% | -5.3% | +2.2% | -5.1% |
| 6M | -8.8% | +0.2% | -9.0% | -7.7% |
| YTD | -13.8% | +21.1% | -34.9% | -5.5% |
| 1Y | -17.1% | +18.2% | -35.2% | -9.2% |
| All | -17.1% | +17.9% | -35.0% | -9.2% |
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