+242.2%
TMUS vs TRV
+346.4%
-104.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +1.9% |
| 7D | +8.2% | -2.4% | +10.6% | +9.1% |
| 30D | +13.4% | +7.5% | +5.9% | +10.5% |
| 3M | -3.0% | +6.7% | -9.8% | -5.3% |
| 6M | -8.8% | +35.5% | -44.2% | -18.3% |
| YTD | -13.8% | +39.3% | -53.1% | -23.8% |
| 1Y | -17.1% | +41.8% | -58.9% | -27.1% |
| 3Y | +22.7% | +147.3% | -124.6% | -13.1% |
| 5Y | +52.8% | +178.3% | -125.5% | +1.7% |
| All | +242.2% | +346.4% | -104.2% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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