+275.3%
TMUS vs VMC
+207.5%
+67.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | +3.6% | +0.5% | +3.0% | +3.3% |
| 30D | -3.4% | +15.8% | -19.2% | -8.0% |
| 3M | -9.5% | +0.6% | -10.0% | -9.9% |
| 6M | -15.2% | -4.0% | -11.2% | -14.5% |
| YTD | -18.9% | -0.3% | -18.6% | -20.0% |
| 1Y | -17.7% | -0.5% | -17.2% | -18.9% |
| 3Y | +15.6% | +39.6% | -23.9% | -0.5% |
| 5Y | +38.9% | +50.1% | -11.2% | +14.4% |
| 10Y | +245.3% | +163.9% | +81.3% | +113.2% |
| All | +275.3% | +207.5% | +67.8% | +91.9% |
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