+491.5%
TMUS vs VT
+363.9%
+127.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +1.7% |
| 7D | +7.5% | -0.3% | +7.8% | +7.7% |
| 30D | -3.3% | -1.4% | -1.9% | -2.5% |
| 3M | -9.7% | -1.4% | -8.3% | -9.0% |
| 6M | -17.2% | +5.5% | -22.7% | -21.6% |
| YTD | -20.3% | +12.8% | -33.2% | -29.5% |
| 1Y | -21.2% | +15.4% | -36.6% | -31.7% |
| 3Y | +13.5% | +76.9% | -63.4% | -33.7% |
| 5Y | +36.5% | +60.4% | -23.9% | -14.3% |
| 10Y | +239.2% | +232.8% | +6.4% | +7.6% |
| All | +491.5% | +363.9% | +127.6% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling