-22.9%
TMUS vs VTR
+33.3%
-56.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +0.4% | -0.3% | +0.8% | +0.5% |
| 30D | +3.5% | +1.1% | +2.4% | +3.3% |
| 3M | -1.3% | +7.9% | -9.2% | -2.8% |
| 6M | -13.6% | +6.2% | -19.8% | -15.0% |
| YTD | -8.8% | +17.7% | -26.5% | -11.0% |
| 1Y | -22.9% | +32.9% | -55.8% | -25.6% |
| All | -22.9% | +33.3% | -56.1% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling