+21.4%
TMUS vs VO
+66.5%
-45.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +4.9% | +3.1% | +1.8% | +4.3% |
| 30D | +7.7% | +2.2% | +5.5% | +7.2% |
| 3M | -6.8% | -2.5% | -4.3% | -6.4% |
| 6M | -9.7% | +7.0% | -16.6% | -11.0% |
| YTD | -15.0% | +14.0% | -28.9% | -17.7% |
| 1Y | -19.1% | +15.6% | -34.8% | -22.2% |
| 3Y | +21.4% | +66.2% | -44.8% | +10.4% |
| All | +21.4% | +66.5% | -45.1% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling