-23.6%
TMUS vs VSH
+105.2%
-128.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | 0.0% |
| 7D | -0.3% | +6.2% | -6.5% | +0.3% |
| 30D | +3.1% | -11.1% | +14.3% | +2.2% |
| 3M | +2.4% | -44.9% | +47.3% | -0.5% |
| 6M | -17.1% | +90.0% | -107.0% | -11.5% |
| YTD | -9.1% | +118.8% | -127.9% | -1.8% |
| 1Y | -23.6% | +109.0% | -132.6% | -17.6% |
| All | -23.6% | +105.2% | -128.9% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling