-16.5%
TMUS vs VUG
+15.5%
-31.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.6% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | +5.3% | -0.3% | +5.6% | +5.2% |
| 3M | +3.1% | -0.7% | +3.8% | +3.2% |
| 6M | -16.5% | +14.6% | -31.1% | -10.6% |
| All | -16.5% | +15.5% | -31.9% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling