+317.5%
TMUS vs VTEB
+17.9%
+299.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.7% |
| 7D | +0.4% | -0.9% | +1.4% | +1.0% |
| 30D | +3.5% | -2.5% | +6.0% | +5.2% |
| 3M | -1.3% | -3.0% | +1.7% | +0.6% |
| 6M | -13.6% | -2.1% | -11.5% | -12.4% |
| YTD | -8.8% | -1.5% | -7.3% | -7.9% |
| 1Y | -22.9% | +0.2% | -23.0% | -22.9% |
| 3Y | +36.7% | +8.6% | +28.2% | +29.5% |
| 5Y | +46.6% | +1.2% | +45.4% | +44.9% |
| All | +317.5% | +17.9% | +299.6% | +330.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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