+320.5%
TMUS vs VMC
+185.6%
+134.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | +0.1% | -4.3% | +4.4% | +1.5% |
| 30D | +5.3% | -8.2% | +13.5% | +8.1% |
| 3M | +3.1% | -7.0% | +10.2% | +5.3% |
| 6M | -16.5% | -10.8% | -5.7% | -13.9% |
| YTD | -9.2% | -7.4% | -1.8% | -8.0% |
| 1Y | -26.5% | -9.5% | -17.0% | -25.2% |
| 3Y | +39.0% | +20.5% | +18.5% | +25.7% |
| 5Y | +40.4% | +51.6% | -11.2% | +15.0% |
| 10Y | +303.7% | +150.0% | +153.7% | +153.6% |
| All | +320.5% | +185.6% | +134.8% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling