+444.2%
V vs TMUS
+260.7%
+183.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.3% | -1.6% |
| 7D | -0.8% | +5.3% | -6.1% | -2.7% |
| 30D | +9.5% | +13.5% | -4.0% | +4.2% |
| 3M | +16.7% | -4.2% | +20.9% | +17.3% |
| 6M | +32.9% | -11.9% | +44.8% | +36.9% |
| YTD | +21.1% | -15.6% | +36.7% | +26.0% |
| 1Y | +26.6% | -16.8% | +43.4% | +32.4% |
| 3Y | +78.4% | +20.8% | +57.6% | +54.2% |
| 5Y | +105.5% | +48.0% | +57.4% | +59.4% |
| 10Y | +444.2% | +234.7% | +209.5% | +201.0% |
| All | +444.2% | +260.7% | +183.5% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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