+320.5%
TMUS vs VO
+463.2%
-142.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | +0.1% | -0.3% | +0.3% | +0.3% |
| 30D | +5.3% | -0.3% | +5.6% | +5.5% |
| 3M | +3.1% | +2.9% | +0.2% | +0.4% |
| 6M | -16.5% | +9.3% | -25.8% | -23.1% |
| YTD | -9.2% | +14.2% | -23.4% | -19.8% |
| 1Y | -26.5% | +15.3% | -41.7% | -35.9% |
| 3Y | +39.0% | +56.2% | -17.2% | -9.3% |
| 5Y | +40.4% | +42.4% | -2.1% | -3.1% |
| 10Y | +303.7% | +194.7% | +109.0% | +34.7% |
| All | +320.5% | +463.2% | -142.8% | -8.2% |
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 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