-17.7%
TMUS vs VST
-31.4%
+13.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.6% | -9.7% | +2.4% |
| 7D | +3.6% | -9.8% | +13.4% | +2.2% |
| 30D | -3.4% | -25.1% | +21.8% | -6.5% |
| 3M | -9.5% | -11.6% | +2.1% | -10.9% |
| 6M | -15.2% | -20.9% | +5.7% | -17.1% |
| YTD | -18.9% | -22.3% | +3.4% | -20.5% |
| 1Y | -17.7% | -32.0% | +14.3% | -19.6% |
| All | -17.7% | -31.4% | +13.7% | -19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling