+317.8%
TMUS vs VIG
+241.3%
+76.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.0% |
| 7D | -5.3% | -1.2% | -4.2% | -4.4% |
| 30D | +0.1% | -2.8% | +2.9% | +2.4% |
| 3M | -0.6% | +2.5% | -3.1% | -2.5% |
| 6M | -17.5% | +8.1% | -25.6% | -22.7% |
| YTD | -11.3% | +9.6% | -20.8% | -17.8% |
| 1Y | -25.4% | +14.2% | -39.5% | -33.4% |
| 3Y | +35.5% | +56.1% | -20.6% | -7.9% |
| 5Y | +41.9% | +62.8% | -20.9% | -7.6% |
| 10Y | +317.8% | +248.2% | +69.6% | +22.9% |
| All | +317.8% | +241.3% | +76.5% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling