+352.5%
TMUS vs TRU
+247.6%
+104.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +9.5% | +4.6% | +4.9% | +8.5% |
| 30D | +13.8% | +25.4% | -11.7% | +8.2% |
| 3M | -4.6% | +4.0% | -8.5% | -5.7% |
| 6M | -11.7% | +14.5% | -26.2% | -14.7% |
| YTD | -15.4% | -3.7% | -11.7% | -15.9% |
| 1Y | -16.1% | +2.8% | -18.9% | -17.9% |
| 3Y | +20.5% | +58.5% | -38.0% | +0.3% |
| 5Y | +48.7% | -25.0% | +73.8% | +50.7% |
| 10Y | +240.8% | +186.0% | +54.8% | +119.1% |
| All | +352.5% | +247.6% | +104.9% | +179.0% |
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