+235.4%
TMUS vs VST
+996.4%
-760.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.0% | +1.5% |
| 7D | +9.0% | -19.9% | +28.9% | +11.1% |
| 30D | -3.2% | -29.7% | +26.4% | -0.4% |
| 3M | -6.9% | -19.6% | +12.7% | -5.7% |
| 6M | -16.4% | -29.4% | +13.0% | -14.5% |
| YTD | -19.6% | -29.7% | +10.1% | -18.4% |
| 1Y | -19.9% | -40.0% | +20.1% | -17.2% |
| 3Y | +14.5% | +231.0% | -216.5% | -23.8% |
| 5Y | +37.7% | +500.1% | -462.4% | -22.5% |
| All | +235.4% | +996.4% | -760.9% | +69.8% |
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