+21.5%
VZ vs TMUS
+37.3%
-15.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.5% |
| 7D | +5.6% | +9.0% | -3.4% | +1.7% |
| 30D | +1.9% | -3.2% | +5.1% | +3.0% |
| 3M | +0.8% | -6.9% | +7.7% | +3.4% |
| 6M | +0.6% | -16.4% | +17.0% | +7.4% |
| YTD | +20.8% | -19.6% | +40.4% | +30.5% |
| 1Y | +23.9% | -19.9% | +43.8% | +34.0% |
| 3Y | +55.7% | +14.5% | +41.2% | +47.0% |
| 5Y | +21.5% | +37.7% | -16.1% | +12.3% |
| All | +21.5% | +37.3% | -15.8% | +12.3% |
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