+306.1%
TMUS vs VTR
+97.8%
+208.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -2.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.7% |
| 30D | +0.1% | -2.8% | +2.9% | +0.6% |
| 3M | -0.6% | +9.0% | -9.6% | -2.4% |
| 6M | -17.5% | +5.0% | -22.5% | -18.5% |
| YTD | -11.3% | +16.9% | -28.2% | -14.2% |
| 1Y | -25.4% | +34.3% | -59.7% | -29.9% |
| 3Y | +35.5% | +131.6% | -96.1% | +14.1% |
| 5Y | +41.9% | +88.0% | -46.1% | +22.8% |
| All | +306.1% | +97.8% | +208.3% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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