+45.4%
TMUS vs VGT
+134.6%
-89.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | +3.1% | -0.3% | +3.5% | +3.1% |
| 3M | +2.4% | +3.4% | -0.9% | +1.6% |
| 6M | -17.1% | +35.0% | -52.1% | -22.1% |
| YTD | -9.1% | +28.8% | -37.8% | -13.9% |
| 1Y | -23.6% | +38.0% | -61.6% | -29.2% |
| 3Y | +38.8% | +125.8% | -86.9% | +7.2% |
| All | +45.4% | +134.6% | -89.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling