+38.8%
TMUS vs TRV
+138.2%
-99.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -0.3% | +0.5% | -0.7% | -0.4% |
| 30D | +3.1% | -4.9% | +8.0% | +4.6% |
| 3M | +2.4% | +23.7% | -21.3% | -3.8% |
| 6M | -17.1% | +20.3% | -37.4% | -21.6% |
| YTD | -9.1% | +27.1% | -36.1% | -15.5% |
| 1Y | -23.6% | +35.3% | -59.0% | -30.3% |
| 3Y | +38.8% | +139.8% | -101.0% | +12.7% |
| All | +38.8% | +138.2% | -99.3% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling