+238.4%
TMUS vs VST
+1,112.0%
-873.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.6% | -9.7% | -0.1% |
| 7D | +3.6% | -9.8% | +13.4% | +4.3% |
| 30D | -3.4% | -25.1% | +21.8% | -1.1% |
| 3M | -9.5% | -11.6% | +2.1% | -9.1% |
| 6M | -15.2% | -20.9% | +5.7% | -14.2% |
| YTD | -18.9% | -22.3% | +3.4% | -18.5% |
| 1Y | -17.7% | -32.0% | +14.3% | -16.0% |
| 3Y | +15.6% | +262.4% | -246.7% | -23.6% |
| 5Y | +38.9% | +563.4% | -524.5% | -22.6% |
| All | +238.4% | +1,112.0% | -873.6% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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