+317.5%
TMUS vs TRU
+147.2%
+170.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.7% |
| 7D | +0.4% | -2.7% | +3.2% | +1.0% |
| 30D | +3.5% | -2.0% | +5.6% | +3.9% |
| 3M | -1.3% | +18.4% | -19.8% | -4.8% |
| 6M | -13.6% | +8.9% | -22.5% | -15.5% |
| YTD | -8.8% | -8.9% | +0.2% | -7.9% |
| 1Y | -22.9% | -15.9% | -7.0% | -21.1% |
| 3Y | +36.7% | -1.1% | +37.8% | +29.0% |
| 5Y | +46.6% | -35.2% | +81.8% | +56.8% |
| All | +317.5% | +147.2% | +170.4% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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