+41.0%
TMUS vs VT
+53.4%
-12.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | -2.3% | +5.9% | +4.4% |
| 30D | -3.4% | -5.0% | +1.6% | -1.8% |
| 3M | -9.5% | -4.9% | -4.6% | -8.1% |
| 6M | -15.2% | -1.5% | -13.6% | -15.2% |
| YTD | -18.9% | +8.5% | -27.4% | -22.7% |
| 1Y | -17.7% | +11.4% | -29.1% | -22.6% |
| 3Y | +15.6% | +70.1% | -54.4% | -15.7% |
| All | +41.0% | +53.4% | -12.4% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling