+361.8%
VRT vs TMUS
+15.4%
+346.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.7% |
| 7D | -21.4% | +3.6% | -24.9% | -20.6% |
| 30D | -25.8% | -3.4% | -22.5% | -25.5% |
| 3M | -33.5% | -9.5% | -24.1% | -34.0% |
| 6M | -49.0% | -15.2% | -33.8% | -49.2% |
| YTD | +12.9% | -18.9% | +31.9% | +12.1% |
| 1Y | 0.0% | -17.7% | +17.7% | -0.6% |
| 3Y | +361.8% | +15.6% | +346.2% | +300.2% |
| All | +361.8% | +15.4% | +346.4% | +300.2% |
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