+42.0%
TMUS vs VIG
+63.1%
-21.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.4% |
| 30D | +5.3% | -1.0% | +6.2% | +5.9% |
| 3M | +3.1% | +2.8% | +0.4% | +1.4% |
| 6M | -16.5% | +8.2% | -24.6% | -20.6% |
| YTD | -9.2% | +11.0% | -20.2% | -15.2% |
| 1Y | -26.5% | +16.1% | -42.6% | -33.6% |
| 3Y | +39.0% | +56.2% | -17.1% | 0.0% |
| All | +42.0% | +63.1% | -21.1% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling