+39.5%
TMUS vs VST
+372.0%
-332.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.4% |
| 7D | +0.1% | +8.9% | -8.8% | +0.2% |
| 30D | +5.3% | +6.2% | -1.0% | +5.3% |
| 3M | +3.1% | -2.7% | +5.9% | +3.1% |
| 6M | -16.5% | -8.4% | -8.1% | -16.5% |
| YTD | -9.2% | -7.2% | -2.0% | -9.2% |
| 1Y | -26.5% | -20.9% | -5.6% | -26.4% |
| All | +39.5% | +372.0% | -332.5% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling