+290.8%
TMUS vs VIG
+567.0%
-276.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.7% | +1.7% |
| 7D | +5.3% | +0.4% | +4.9% | +4.8% |
| 30D | +13.5% | +4.3% | +9.3% | +8.9% |
| 3M | -4.2% | +2.0% | -6.3% | -6.3% |
| 6M | -11.9% | +10.2% | -22.1% | -20.3% |
| YTD | -15.6% | +14.8% | -30.4% | -27.2% |
| 1Y | -16.8% | +17.5% | -34.2% | -30.0% |
| 3Y | +20.8% | +67.4% | -46.6% | -30.8% |
| 5Y | +48.0% | +63.4% | -15.3% | -14.1% |
| 10Y | +234.7% | +259.9% | -25.2% | -21.9% |
| All | +290.8% | +567.0% | -276.2% | -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