+20.8%
TMUS vs VLTO
+73.3%
-52.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +4.0% |
| 7D | +5.3% | +2.0% | +3.3% | +4.9% |
| 30D | +13.5% | +21.8% | -8.3% | +9.5% |
| 3M | -4.2% | +20.2% | -24.5% | -7.5% |
| 6M | -11.9% | +36.3% | -48.2% | -16.3% |
| YTD | -15.6% | +18.8% | -34.4% | -18.5% |
| 1Y | -16.8% | +20.4% | -37.2% | -19.9% |
| 3Y | +20.8% | +71.9% | -51.1% | +14.4% |
| All | +20.8% | +73.3% | -52.5% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling