+20.2%
VZ vs TMUS
+38.7%
-18.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +2.1% | +3.6% | -1.4% | +0.6% |
| 30D | +1.4% | -3.4% | +4.7% | +2.6% |
| 3M | -1.3% | -9.5% | +8.2% | +2.5% |
| 6M | -0.5% | -15.2% | +14.7% | +5.5% |
| YTD | +19.6% | -18.9% | +38.6% | +28.8% |
| 1Y | +22.4% | -17.7% | +40.1% | +30.9% |
| 3Y | +55.9% | +15.6% | +40.2% | +46.5% |
| All | +20.2% | +38.7% | -18.5% | +10.0% |
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 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