+309.1%
TMUS vs VSH
+170.2%
+138.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -0.3% | +6.2% | -6.5% | -1.1% |
| 30D | +3.1% | -11.1% | +14.3% | +4.5% |
| 3M | +2.4% | -44.9% | +47.3% | +9.6% |
| 6M | -17.1% | +90.0% | -107.0% | -29.3% |
| YTD | -9.1% | +118.8% | -127.9% | -25.0% |
| 1Y | -23.6% | +109.0% | -132.6% | -37.0% |
| 3Y | +38.8% | +35.6% | +3.2% | +21.3% |
| 5Y | +43.0% | +66.7% | -23.7% | +14.2% |
| 10Y | +309.1% | +167.9% | +141.2% | +128.6% |
| All | +309.1% | +170.2% | +138.9% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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