-17.2%
TMUS vs VST
-23.5%
+6.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -13.8% | +16.9% | 0.0% |
| 7D | +7.5% | -15.7% | +23.2% | +4.0% |
| 30D | -3.3% | -17.0% | +13.7% | -7.0% |
| 3M | -9.7% | -15.9% | +6.2% | -12.8% |
| 6M | -17.2% | -25.0% | +7.8% | -21.3% |
| All | -17.2% | -23.5% | +6.3% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling