+42.0%
TMUS vs VSH
+64.7%
-22.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -3.5% |
| 7D | +0.1% | +4.1% | -4.0% | 0.0% |
| 30D | +5.3% | -4.2% | +9.4% | +5.3% |
| 3M | +3.1% | -50.0% | +53.1% | +5.5% |
| 6M | -16.5% | +80.2% | -96.6% | -20.9% |
| YTD | -9.2% | +121.1% | -130.2% | -15.5% |
| 1Y | -26.5% | +112.0% | -138.5% | -31.6% |
| 3Y | +39.0% | +22.5% | +16.5% | +37.4% |
| All | +42.0% | +64.7% | -22.7% | +24.1% |
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