+320.5%
TMUS vs VTR
+337.6%
-17.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -2.9% |
| 7D | +0.1% | -1.7% | +1.8% | +0.6% |
| 30D | +5.3% | -2.4% | +7.7% | +5.9% |
| 3M | +3.1% | +14.8% | -11.7% | -1.0% |
| 6M | -16.5% | +5.3% | -21.8% | -18.0% |
| YTD | -9.2% | +18.1% | -27.3% | -13.7% |
| 1Y | -26.5% | +36.7% | -63.2% | -33.0% |
| 3Y | +39.0% | +130.1% | -91.1% | +8.5% |
| 5Y | +40.4% | +89.5% | -49.1% | +13.4% |
| 10Y | +303.7% | +87.4% | +216.3% | +192.6% |
| All | +320.5% | +337.6% | -17.2% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling