+291.7%
TMUS vs VIG
+568.8%
-277.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | 0.0% |
| 7D | +9.5% | +1.0% | +8.5% | +8.3% |
| 30D | +13.8% | +4.5% | +9.3% | +8.8% |
| 3M | -4.6% | +2.1% | -6.6% | -6.7% |
| 6M | -11.7% | +10.5% | -22.2% | -20.4% |
| YTD | -15.4% | +15.1% | -30.5% | -27.2% |
| 1Y | -16.1% | +16.9% | -33.0% | -29.1% |
| 3Y | +20.5% | +65.6% | -45.1% | -30.2% |
| 5Y | +48.7% | +64.4% | -15.6% | -14.2% |
| 10Y | +240.8% | +260.6% | -19.8% | -20.7% |
| All | +291.7% | +568.8% | -277.1% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling