+905.2%
VRT vs TMUS
+40.3%
+865.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.5% | +7.8% | +5.0% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +0.9% | +5.3% | -4.3% | -0.4% |
| 3M | -13.4% | +3.1% | -16.5% | -15.1% |
| 6M | +11.7% | -16.5% | +28.1% | +16.7% |
| YTD | +73.2% | -9.2% | +82.4% | +74.8% |
| 1Y | +123.4% | -26.5% | +149.9% | +145.0% |
| 3Y | +606.2% | +39.0% | +567.1% | +389.2% |
| All | +905.2% | +40.3% | +865.0% | +588.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling