+309.1%
TMUS vs VUG
+408.5%
-99.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.3% | +0.9% | -1.1% | -0.7% |
| 30D | +3.1% | -1.4% | +4.6% | +3.8% |
| 3M | +2.4% | +2.3% | +0.1% | +0.9% |
| 6M | -17.1% | +15.7% | -32.8% | -23.8% |
| YTD | -9.1% | +8.6% | -17.7% | -13.8% |
| 1Y | -23.6% | +14.1% | -37.7% | -29.8% |
| 3Y | +38.8% | +87.9% | -49.1% | -8.5% |
| 5Y | +43.0% | +76.3% | -33.4% | -3.6% |
| 10Y | +309.1% | +409.7% | -100.6% | +0.1% |
| All | +309.1% | +408.5% | -99.4% | +0.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling