+317.5%
TMUS vs VRSK
+126.1%
+191.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +0.4% | -5.2% | +5.6% | +2.6% |
| 30D | +3.5% | -2.3% | +5.8% | +4.3% |
| 3M | -1.3% | -2.9% | +1.6% | -0.6% |
| 6M | -13.6% | -12.8% | -0.8% | -9.4% |
| YTD | -8.8% | -20.8% | +12.1% | -0.8% |
| 1Y | -22.9% | -33.2% | +10.3% | -9.7% |
| 3Y | +36.7% | -26.6% | +63.3% | +50.2% |
| 5Y | +46.6% | -11.3% | +57.9% | +43.3% |
| All | +317.5% | +126.1% | +191.4% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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