+41.9%
TMUS vs VSXY
+19.3%
+22.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.1% | -2.3% |
| 7D | -5.3% | -10.7% | +5.4% | -5.0% |
| 30D | +0.1% | -24.3% | +24.3% | +1.1% |
| 3M | -0.6% | +1.0% | -1.6% | -0.7% |
| 6M | -17.5% | +57.4% | -74.9% | -19.1% |
| YTD | -11.3% | +39.8% | -51.0% | -12.8% |
| 1Y | -25.4% | +196.5% | -221.9% | -29.5% |
| 3Y | +35.5% | +357.2% | -321.7% | +19.2% |
| 5Y | +41.9% | +18.9% | +23.0% | +40.9% |
| All | +41.9% | +19.3% | +22.6% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling