+234.7%
TMUS vs VO
+206.8%
+27.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.7% | +1.4% | +2.5% |
| 7D | +5.3% | -0.1% | +5.5% | +5.4% |
| 30D | +13.5% | +0.5% | +13.0% | +13.1% |
| 3M | -4.2% | -1.0% | -3.2% | -3.9% |
| 6M | -11.9% | +6.4% | -18.3% | -15.7% |
| YTD | -15.6% | +13.6% | -29.2% | -22.9% |
| 1Y | -16.8% | +14.5% | -31.3% | -24.5% |
| 3Y | +20.8% | +67.2% | -46.4% | -17.0% |
| 5Y | +48.0% | +36.1% | +12.0% | +16.7% |
| 10Y | +234.7% | +199.3% | +35.4% | +34.2% |
| All | +234.7% | +206.8% | +27.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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