+2,826.7%
VRT vs TMUS
+212.7%
+2,614.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.6% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +6.8% | +3.1% | +3.6% | +5.5% |
| 3M | -3.2% | +2.4% | -5.6% | -5.5% |
| 6M | +20.3% | -17.1% | +37.4% | +26.1% |
| YTD | +79.6% | -9.1% | +88.7% | +80.8% |
| 1Y | +139.0% | -23.6% | +162.6% | +156.6% |
| 3Y | +644.6% | +38.8% | +605.8% | +476.1% |
| 5Y | +1,024.4% | +43.0% | +981.4% | +754.9% |
| All | +2,826.7% | +212.7% | +2,614.0% | +1,700.8% |
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