-17.1%
TMUS vs VUG
+4.1%
-21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +2.4% |
| 7D | +8.2% | -1.1% | +9.2% | +7.5% |
| 30D | +13.4% | -7.0% | +20.4% | +10.0% |
| 3M | -3.0% | -3.7% | +0.7% | -4.7% |
| 6M | -8.8% | -1.6% | -7.2% | -9.1% |
| YTD | -13.8% | +5.1% | -19.0% | -10.1% |
| 1Y | -17.1% | +3.8% | -20.8% | -13.4% |
| All | -17.1% | +4.1% | -21.1% | -13.4% |
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