+275.3%
TMUS vs VO
+445.3%
-170.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.6% | -2.6% | +6.1% | +5.7% |
| 30D | -3.4% | -0.9% | -2.4% | -2.9% |
| 3M | -9.5% | -3.0% | -6.5% | -7.5% |
| 6M | -15.2% | +2.2% | -17.4% | -17.4% |
| YTD | -18.9% | +10.6% | -29.5% | -26.8% |
| 1Y | -17.7% | +12.5% | -30.2% | -26.9% |
| 3Y | +15.6% | +61.4% | -45.7% | -27.1% |
| 5Y | +38.9% | +33.4% | +5.5% | +1.3% |
| 10Y | +245.3% | +201.5% | +43.7% | +11.5% |
| All | +275.3% | +445.3% | -170.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling