-21.2%
TMUS vs VIG
+19.5%
-40.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.1% | +1.0% | +3.1% |
| 7D | +7.5% | +2.7% | +4.7% | +7.5% |
| 30D | -3.3% | +7.0% | -10.3% | -2.9% |
| 3M | -9.7% | +4.0% | -13.7% | -9.4% |
| 6M | -17.2% | +12.3% | -29.5% | -15.6% |
| YTD | -20.3% | +16.4% | -36.7% | -18.1% |
| 1Y | -21.2% | +19.2% | -40.4% | -19.3% |
| All | -21.2% | +19.5% | -40.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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