+294.5%
VTI vs TMUS
+318.7%
-24.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.0% | -5.8% | +3.8% | -0.2% |
| 30D | -1.9% | -0.2% | -1.7% | -2.0% |
| 3M | +4.5% | -4.0% | +8.5% | +5.1% |
| 6M | +12.6% | -18.1% | +30.7% | +18.7% |
| YTD | +12.0% | -11.3% | +23.3% | +14.5% |
| 1Y | +17.3% | -24.7% | +42.1% | +26.7% |
| 3Y | +75.3% | +35.4% | +40.0% | +47.7% |
| 5Y | +74.0% | +42.4% | +31.6% | +41.7% |
| All | +294.5% | +318.7% | -24.2% | +131.6% |
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