+234.7%
TMUS vs VUG
+405.9%
-171.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.8% | +1.4% | +2.8% |
| 7D | +5.3% | +0.5% | +4.8% | +5.0% |
| 30D | +13.5% | -8.2% | +21.7% | +17.8% |
| 3M | -4.2% | -5.4% | +1.2% | -2.3% |
| 6M | -11.9% | -2.5% | -9.3% | -11.8% |
| YTD | -15.6% | +4.2% | -19.8% | -18.8% |
| 1Y | -16.8% | +5.0% | -21.8% | -20.4% |
| 3Y | +20.8% | +81.7% | -60.9% | -19.2% |
| 5Y | +48.0% | +62.5% | -14.5% | +5.0% |
| 10Y | +234.7% | +396.3% | -161.6% | -10.2% |
| All | +234.7% | +405.9% | -171.2% | -10.2% |
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