+41.9%
TMUS vs TRV
+154.4%
-112.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | +0.1% | -2.3% | +2.4% | +0.8% |
| 3M | -0.6% | +22.7% | -23.3% | -6.7% |
| 6M | -17.5% | +21.9% | -39.5% | -22.5% |
| YTD | -11.3% | +27.5% | -38.7% | -17.8% |
| 1Y | -25.4% | +36.2% | -61.6% | -32.3% |
| 3Y | +35.5% | +140.6% | -105.1% | +3.3% |
| 5Y | +41.9% | +154.5% | -112.6% | +1.3% |
| All | +41.9% | +154.4% | -112.5% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling