+238.4%
TMUS vs VT
+215.5%
+22.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | +3.6% | -2.3% | +5.9% | +5.0% |
| 30D | -3.4% | -5.0% | +1.6% | -0.5% |
| 3M | -9.5% | -4.9% | -4.6% | -7.0% |
| 6M | -15.2% | -1.5% | -13.6% | -15.2% |
| YTD | -18.9% | +8.5% | -27.4% | -24.7% |
| 1Y | -17.7% | +11.4% | -29.1% | -25.1% |
| 3Y | +15.6% | +70.1% | -54.4% | -25.2% |
| 5Y | +38.9% | +53.7% | -14.8% | -3.2% |
| All | +238.4% | +215.5% | +22.9% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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