+320.5%
TMUS vs TRV
+989.4%
-669.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.1% | -2.9% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | +5.3% | -3.4% | +8.7% | +6.8% |
| 3M | +3.1% | +26.4% | -23.3% | -7.1% |
| 6M | -16.5% | +19.3% | -35.8% | -23.0% |
| YTD | -9.2% | +28.3% | -37.5% | -18.9% |
| 1Y | -26.5% | +34.3% | -60.8% | -35.8% |
| 3Y | +39.0% | +140.1% | -101.1% | -7.7% |
| 5Y | +40.4% | +155.7% | -115.3% | -11.2% |
| 10Y | +303.7% | +285.5% | +18.2% | +98.7% |
| All | +320.5% | +989.4% | -669.0% | +25.3% |
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 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