+71.6%
VZ vs TMUS
+248.1%
-176.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | 0.0% |
| 7D | +0.9% | +8.2% | -7.2% | -1.8% |
| 30D | +8.9% | +13.4% | -4.4% | +4.2% |
| 3M | +0.1% | -3.0% | +3.2% | +0.8% |
| 6M | +1.9% | -8.8% | +10.7% | +4.4% |
| YTD | +22.0% | -13.8% | +35.9% | +27.1% |
| 1Y | +22.1% | -17.1% | +39.2% | +28.6% |
| 3Y | +58.7% | +22.7% | +36.0% | +48.4% |
| 5Y | +22.3% | +52.8% | -30.5% | +7.1% |
| 10Y | +71.6% | +244.6% | -173.0% | +17.0% |
| All | +71.6% | +248.1% | -176.4% | +17.0% |
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 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