-26.5%
TMUS vs VIG
+16.9%
-43.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.5% |
| 7D | +0.1% | -0.4% | +0.5% | 0.0% |
| 30D | +5.3% | -1.0% | +6.2% | +5.1% |
| 3M | +3.1% | +2.8% | +0.4% | +3.8% |
| 6M | -16.5% | +8.2% | -24.6% | -14.7% |
| YTD | -9.2% | +11.0% | -20.2% | -7.0% |
| 1Y | -26.5% | +16.1% | -42.6% | -23.2% |
| All | -26.5% | +16.9% | -43.3% | -23.2% |
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