+293.7%
TMUS vs VTV
+441.2%
-147.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +4.9% | +2.9% | +2.0% | +2.3% |
| 30D | +7.7% | +3.8% | +3.9% | +4.2% |
| 3M | -6.8% | +1.6% | -8.3% | -8.1% |
| 6M | -9.7% | +11.2% | -20.9% | -18.1% |
| YTD | -15.0% | +22.0% | -36.9% | -29.4% |
| 1Y | -19.1% | +24.9% | -44.0% | -34.4% |
| 3Y | +21.4% | +78.5% | -57.0% | -30.0% |
| 5Y | +51.2% | +77.8% | -26.6% | -13.1% |
| 10Y | +240.2% | +231.1% | +9.1% | +4.0% |
| All | +293.7% | +441.2% | -147.5% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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