+48.7%
TMUS vs VST
+644.1%
-595.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.3% | +0.2% |
| 7D | +9.5% | -6.0% | +15.5% | +9.5% |
| 30D | +13.8% | -18.8% | +32.6% | +14.1% |
| 3M | -4.6% | -8.0% | +3.5% | -4.7% |
| 6M | -11.7% | -10.9% | -0.8% | -11.9% |
| YTD | -15.4% | -18.3% | +2.9% | -15.5% |
| 1Y | -16.1% | -29.9% | +13.8% | -15.7% |
| 3Y | +20.5% | +290.3% | -269.8% | -10.8% |
| 5Y | +48.7% | +635.3% | -586.6% | -2.2% |
| All | +48.7% | +644.1% | -595.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling