+290.8%
TMUS vs VMC
+214.8%
+76.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.4% | +1.8% | +3.3% |
| 7D | +5.3% | +0.1% | +5.2% | +5.3% |
| 30D | +13.5% | +18.3% | -4.8% | +7.3% |
| 3M | -4.2% | +1.9% | -6.1% | -5.0% |
| 6M | -11.9% | +2.4% | -14.3% | -13.1% |
| YTD | -15.6% | +2.1% | -17.6% | -17.3% |
| 1Y | -16.8% | +1.5% | -18.3% | -18.5% |
| 3Y | +20.8% | +41.5% | -20.7% | +3.5% |
| 5Y | +48.0% | +46.4% | +1.7% | +23.1% |
| 10Y | +234.7% | +139.8% | +94.9% | +114.9% |
| All | +290.8% | +214.8% | +76.0% | +98.3% |
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