+298.8%
TMUS vs TRV
+1,082.3%
-783.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.0% |
| 7D | +8.2% | -2.4% | +10.6% | +9.3% |
| 30D | +13.4% | +7.5% | +5.9% | +9.9% |
| 3M | -3.0% | +6.7% | -9.8% | -5.7% |
| 6M | -8.8% | +35.5% | -44.2% | -20.3% |
| YTD | -13.8% | +39.3% | -53.1% | -25.8% |
| 1Y | -17.1% | +41.8% | -58.9% | -29.1% |
| 3Y | +22.7% | +147.3% | -124.6% | -19.4% |
| 5Y | +52.8% | +178.3% | -125.5% | -6.7% |
| 10Y | +244.6% | +348.3% | -103.7% | +58.6% |
| All | +298.8% | +1,082.3% | -783.5% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling