+314.4%
TMUS vs VST
+1,175.7%
-861.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -3.8% |
| 7D | +0.1% | +8.9% | -8.8% | -0.8% |
| 30D | +5.3% | +6.2% | -1.0% | +4.5% |
| 3M | +3.1% | -2.7% | +5.9% | +3.0% |
| 6M | -16.5% | -8.4% | -8.1% | -16.4% |
| YTD | -9.2% | -7.2% | -2.0% | -9.6% |
| 1Y | -26.5% | -20.9% | -5.6% | -25.9% |
| 3Y | +39.0% | +384.0% | -345.0% | -11.2% |
| 5Y | +40.4% | +757.1% | -716.7% | -23.8% |
| All | +314.4% | +1,175.7% | -861.3% | +108.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling