+320.5%
TMUS vs VUG
+971.2%
-650.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +5.3% | -0.3% | +5.6% | +5.4% |
| 3M | +3.1% | -0.7% | +3.8% | +2.9% |
| 6M | -16.5% | +14.6% | -31.1% | -26.3% |
| YTD | -9.2% | +9.0% | -18.2% | -17.0% |
| 1Y | -26.5% | +14.9% | -41.3% | -36.1% |
| 3Y | +39.0% | +86.0% | -47.0% | -24.2% |
| 5Y | +40.4% | +76.7% | -36.3% | -23.9% |
| 10Y | +303.7% | +411.3% | -107.6% | -31.4% |
| All | +320.5% | +971.2% | -650.7% | -63.1% |
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 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