+234.7%
TMUS vs VSH
+128.2%
+106.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.4% | -9.3% | +2.7% |
| 7D | +5.3% | +3.5% | +1.9% | +4.6% |
| 30D | +13.5% | -22.4% | +36.0% | +16.0% |
| 3M | -4.2% | -25.2% | +20.9% | -2.1% |
| 6M | -11.9% | -22.5% | +10.6% | -13.3% |
| YTD | -15.6% | +84.2% | -99.8% | -29.3% |
| 1Y | -16.8% | +87.1% | -103.8% | -30.7% |
| 3Y | +20.8% | +31.7% | -10.9% | +3.1% |
| 5Y | +48.0% | +42.6% | +5.5% | +19.9% |
| 10Y | +234.7% | +116.6% | +118.1% | +120.4% |
| All | +234.7% | +128.2% | +106.5% | +120.4% |
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