+70.6%
VZ vs TMUS
+235.5%
-165.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +2.4% | +9.5% | -7.1% | -0.8% |
| 30D | +11.2% | +13.8% | -2.6% | +6.2% |
| 3M | 0.0% | -4.6% | +4.6% | +1.3% |
| 6M | +1.3% | -11.7% | +13.0% | +4.9% |
| YTD | +21.3% | -15.4% | +36.7% | +27.1% |
| 1Y | +23.9% | -16.1% | +40.1% | +30.2% |
| 3Y | +57.7% | +20.5% | +37.2% | +48.4% |
| 5Y | +21.2% | +48.7% | -27.5% | +7.1% |
| 10Y | +70.6% | +240.8% | -170.2% | +16.7% |
| All | +70.6% | +235.5% | -165.0% | +16.7% |
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