+307.7%
VOO vs TMUS
+235.5%
+72.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -0.6% | +9.5% | -10.1% | -3.2% |
| 30D | -3.6% | +13.8% | -17.4% | -7.5% |
| 3M | -2.7% | -4.6% | +1.8% | -2.2% |
| 6M | +2.2% | -11.7% | +13.9% | +4.5% |
| YTD | +10.9% | -15.4% | +26.3% | +14.0% |
| 1Y | +11.3% | -16.1% | +27.5% | +14.7% |
| 3Y | +76.9% | +20.5% | +56.4% | +53.8% |
| 5Y | +73.5% | +48.7% | +24.8% | +36.8% |
| 10Y | +307.7% | +240.8% | +66.9% | +146.5% |
| All | +307.7% | +235.5% | +72.2% | +146.5% |
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