+320.5%
TMUS vs VGT
+2,011.5%
-1,691.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.6% |
| 30D | +5.3% | +1.3% | +4.0% | +4.1% |
| 3M | +3.1% | -1.1% | +4.3% | +2.1% |
| 6M | -16.5% | +32.6% | -49.1% | -32.8% |
| YTD | -9.2% | +29.0% | -38.2% | -26.1% |
| 1Y | -26.5% | +39.7% | -66.2% | -44.0% |
| 3Y | +39.0% | +120.9% | -81.9% | -29.3% |
| 5Y | +40.4% | +133.6% | -93.2% | -35.4% |
| 10Y | +303.7% | +792.6% | -488.9% | -49.7% |
| All | +320.5% | +2,011.5% | -1,691.0% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling