+288.4%
VZ vs TMUS
+359.0%
-70.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.9% | +5.3% | +2.6% | +6.8% |
| 3M | +13.6% | +3.1% | +10.5% | +12.8% |
| 6M | +1.1% | -16.5% | +17.6% | +4.3% |
| YTD | +29.3% | -9.2% | +38.5% | +31.4% |
| 1Y | +21.2% | -26.5% | +47.7% | +28.0% |
| 3Y | +75.9% | +39.0% | +36.9% | +65.6% |
| 5Y | +24.1% | +40.4% | -16.3% | +16.0% |
| 10Y | +62.4% | +303.7% | -241.3% | +26.1% |
| All | +288.4% | +359.0% | -70.6% | +146.8% |
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