+320.5%
TMUS vs VSH
+222.6%
+97.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +4.4% | -7.9% | -4.5% |
| 7D | +0.1% | +4.1% | -4.0% | -1.0% |
| 30D | +5.3% | -4.2% | +9.4% | +5.7% |
| 3M | +3.1% | -50.0% | +53.1% | +18.6% |
| 6M | -16.5% | +80.2% | -96.6% | -33.9% |
| YTD | -9.2% | +121.1% | -130.2% | -32.9% |
| 1Y | -26.5% | +112.0% | -138.5% | -45.7% |
| 3Y | +39.0% | +22.5% | +16.5% | +13.3% |
| 5Y | +40.4% | +64.0% | -23.7% | +0.6% |
| 10Y | +303.7% | +170.4% | +133.3% | +121.2% |
| All | +320.5% | +222.6% | +97.9% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling