+574.5%
TMUS vs VT
+374.2%
+200.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.4% |
| 7D | +0.1% | +0.4% | -0.4% | -0.3% |
| 30D | +5.3% | +1.0% | +4.3% | +4.4% |
| 3M | +3.1% | +2.4% | +0.8% | +0.6% |
| 6M | -16.5% | +12.0% | -28.5% | -25.0% |
| YTD | -9.2% | +15.3% | -24.5% | -20.7% |
| 1Y | -26.5% | +22.6% | -49.1% | -39.3% |
| 3Y | +39.0% | +74.7% | -35.7% | -17.4% |
| 5Y | +40.4% | +66.1% | -25.8% | -14.1% |
| 10Y | +303.7% | +225.0% | +78.7% | +31.9% |
| All | +574.5% | +374.2% | +200.3% | +57.4% |
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