-21.2%
TMUS vs VUG
+4.9%
-26.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.5% | +3.7% |
| 7D | +7.5% | -3.0% | +10.5% | +6.3% |
| 30D | -3.3% | -6.4% | +3.1% | -5.6% |
| 3M | -9.7% | -3.2% | -6.4% | -10.8% |
| 6M | -17.2% | +3.1% | -20.3% | -15.7% |
| YTD | -20.3% | +6.3% | -26.6% | -16.4% |
| 1Y | -21.2% | +5.2% | -26.4% | -17.3% |
| All | -21.2% | +4.9% | -26.1% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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