+397.6%
VRT vs TMUS
+22.0%
+375.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.4% |
| 7D | +18.6% | +6.5% | +12.1% | +20.1% |
| 30D | -11.7% | +11.3% | -22.9% | -9.3% |
| 3M | -27.3% | -2.9% | -24.4% | -26.8% |
| 6M | -42.9% | -10.5% | -32.3% | -42.5% |
| YTD | +29.5% | -14.4% | +43.9% | +29.8% |
| 1Y | +21.0% | -17.9% | +38.9% | +21.2% |
| All | +397.6% | +22.0% | +375.7% | +353.0% |
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 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