+41.0%
TMUS vs VSH
+24.4%
+16.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.7% | -4.8% | +0.9% |
| 7D | +3.6% | -12.9% | +16.5% | +3.5% |
| 30D | -3.4% | -36.9% | +33.5% | -3.1% |
| 3M | -9.5% | -28.8% | +19.3% | -9.4% |
| 6M | -15.2% | -30.3% | +15.1% | -16.3% |
| YTD | -18.9% | +62.4% | -81.3% | -24.5% |
| 1Y | -17.7% | +62.5% | -80.2% | -23.5% |
| 3Y | +15.6% | +7.4% | +8.3% | +10.4% |
| All | +41.0% | +24.4% | +16.6% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling