-21.2%
TMUS vs VMC
+3.7%
-24.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.6% | -1.5% | +2.4% |
| 7D | +7.5% | +12.3% | -4.8% | +5.9% |
| 30D | -3.3% | +21.2% | -24.5% | -5.4% |
| 3M | -9.7% | +4.6% | -14.3% | -10.5% |
| 6M | -17.2% | +3.9% | -21.1% | -17.8% |
| YTD | -20.3% | +5.0% | -25.3% | -20.5% |
| 1Y | -21.2% | +2.6% | -23.8% | -21.6% |
| All | -21.2% | +3.7% | -24.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling