+634.1%
VTI vs TMUS
+359.0%
+275.1%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.1% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | 0.0% | +5.3% | -5.2% | -1.2% |
| 3M | +2.0% | +3.1% | -1.1% | +0.7% |
| 6M | +13.0% | -16.5% | +29.4% | +16.6% |
| YTD | +13.9% | -9.2% | +23.1% | +15.1% |
| 1Y | +20.0% | -26.5% | +46.5% | +27.0% |
| 3Y | +75.8% | +39.0% | +36.8% | +59.0% |
| 5Y | +73.8% | +40.4% | +33.5% | +55.8% |
| 10Y | +297.5% | +303.7% | -6.2% | +181.8% |
| All | +634.1% | +359.0% | +275.1% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling