+354.8%
TMUS vs TRU
+243.6%
+111.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | +4.9% | 0.0% | +4.9% | +4.9% |
| 30D | +7.7% | +21.3% | -13.6% | +3.2% |
| 3M | -6.8% | +0.2% | -7.0% | -7.1% |
| 6M | -9.7% | +22.4% | -32.1% | -14.0% |
| YTD | -15.0% | -4.8% | -10.1% | -15.2% |
| 1Y | -19.1% | -0.2% | -18.9% | -20.3% |
| 3Y | +21.4% | +57.9% | -36.5% | +1.1% |
| 5Y | +51.2% | -26.1% | +77.3% | +53.8% |
| 10Y | +240.2% | +184.8% | +55.4% | +118.8% |
| All | +354.8% | +243.6% | +111.2% | +181.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling