+37.7%
TMUS vs VST
+515.1%
-477.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.2% | +7.0% | +1.0% |
| 7D | +9.0% | -19.9% | +28.9% | +9.3% |
| 30D | -3.2% | -29.7% | +26.4% | -2.8% |
| 3M | -6.9% | -19.6% | +12.7% | -6.9% |
| 6M | -16.4% | -29.4% | +13.0% | -16.2% |
| YTD | -19.6% | -29.7% | +10.1% | -19.6% |
| 1Y | -19.9% | -40.0% | +20.1% | -19.3% |
| 3Y | +14.5% | +231.0% | -216.5% | -15.0% |
| 5Y | +37.7% | +500.1% | -462.4% | -9.9% |
| All | +37.7% | +515.1% | -477.4% | -9.9% |
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