+28.9%
TMUS vs VSXY
+33.4%
-4.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | 0.0% |
| 7D | -5.8% | -0.3% | -5.4% | -5.8% |
| 30D | -0.2% | -22.1% | +21.8% | +0.6% |
| 3M | -4.0% | -1.1% | -2.8% | -4.0% |
| 6M | -18.1% | +53.8% | -71.9% | -19.5% |
| YTD | -11.3% | +35.5% | -46.8% | -12.7% |
| 1Y | -24.7% | +186.0% | -210.8% | -28.5% |
| 3Y | +35.4% | +343.2% | -307.8% | +20.9% |
| 5Y | +42.4% | +19.0% | +23.4% | +39.6% |
| All | +28.9% | +33.4% | -4.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling