+38.8%
TMUS vs VTR
+131.6%
-92.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +3.1% | -3.7% | +6.9% | +4.1% |
| 3M | +2.4% | +13.5% | -11.1% | -0.9% |
| 6M | -17.1% | +7.2% | -24.3% | -18.8% |
| YTD | -9.1% | +17.6% | -26.6% | -13.0% |
| 1Y | -23.6% | +35.4% | -59.0% | -29.6% |
| 3Y | +38.8% | +132.8% | -94.0% | +15.0% |
| All | +38.8% | +131.6% | -92.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling