+275.3%
TMUS vs VUG
+896.1%
-620.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | +3.6% | -3.4% | +7.0% | +6.0% |
| 30D | -3.4% | -11.1% | +7.7% | +4.9% |
| 3M | -9.5% | -7.2% | -2.2% | -5.2% |
| 6M | -15.2% | -4.1% | -11.0% | -14.1% |
| YTD | -18.9% | +1.4% | -20.3% | -22.5% |
| 1Y | -17.7% | +1.9% | -19.6% | -21.9% |
| 3Y | +15.6% | +77.7% | -62.1% | -35.5% |
| 5Y | +38.9% | +57.6% | -18.7% | -17.7% |
| 10Y | +245.3% | +398.6% | -153.3% | -41.9% |
| All | +275.3% | +896.1% | -620.9% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling