+23.4%
TMUS vs VLTO
+54.8%
-31.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.6% | +5.4% | -1.8% | +2.5% |
| 30D | -3.4% | +22.3% | -25.7% | -6.8% |
| 3M | -9.5% | +19.6% | -29.1% | -12.4% |
| 6M | -15.2% | +35.2% | -50.3% | -19.3% |
| YTD | -18.9% | +17.9% | -36.8% | -21.6% |
| 1Y | -17.7% | +19.5% | -37.2% | -20.6% |
| 3Y | +15.6% | +73.9% | -58.3% | +5.3% |
| All | +23.4% | +54.8% | -31.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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