+619.5%
VRT vs TMUS
+39.0%
+580.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.8% | +3.8% |
| 7D | +9.1% | +0.1% | +9.0% | +9.2% |
| 30D | +0.9% | +5.3% | -4.3% | +1.8% |
| 3M | -13.4% | +3.1% | -16.5% | -12.5% |
| 6M | +11.7% | -16.5% | +28.1% | +12.4% |
| YTD | +73.2% | -9.2% | +82.4% | +74.0% |
| 1Y | +123.4% | -26.5% | +149.9% | +128.1% |
| All | +619.5% | +39.0% | +580.5% | +409.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling