+317.5%
TMUS vs VNQ
+64.0%
+253.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | +3.5% | -2.6% | +6.1% | +4.9% |
| 3M | -1.3% | -2.0% | +0.7% | -0.2% |
| 6M | -13.6% | +4.3% | -17.9% | -15.4% |
| YTD | -8.8% | +9.2% | -18.0% | -12.7% |
| 1Y | -22.9% | +5.6% | -28.5% | -25.0% |
| 3Y | +36.7% | +30.8% | +5.9% | +17.8% |
| 5Y | +46.6% | +8.0% | +38.6% | +38.5% |
| All | +317.5% | +64.0% | +253.5% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 10y: compounded portfolio wealth divided by compounded VNQ 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…
10y analysis · Full analysis span regression · 6 months rolling