+38.8%
TMUS vs VSXY
+335.0%
-296.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | +0.1% |
| 7D | -0.3% | -6.8% | +6.5% | -0.2% |
| 30D | +3.1% | -20.4% | +23.5% | +3.2% |
| 3M | +2.4% | +2.9% | -0.5% | +2.5% |
| 6M | -17.1% | +67.9% | -85.0% | -16.7% |
| YTD | -9.1% | +44.9% | -53.9% | -8.8% |
| 1Y | -23.6% | +205.9% | -229.5% | -23.6% |
| 3Y | +38.8% | +373.9% | -335.0% | +36.3% |
| All | +38.8% | +335.0% | -296.1% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling