-26.5%
TMUS vs TT
+10.3%
-36.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.1% | -3.3% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +5.3% | -7.4% | +12.6% | +3.9% |
| 3M | +3.1% | -3.2% | +6.3% | +2.5% |
| 6M | -16.5% | +1.1% | -17.6% | -16.3% |
| YTD | -9.2% | +15.6% | -24.8% | -7.6% |
| 1Y | -26.5% | +9.2% | -35.6% | -26.3% |
| All | -26.5% | +10.3% | -36.8% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 1y: compounded portfolio wealth divided by compounded TT 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…
1y analysis · Full analysis span regression · 6 months rolling