-17.7%
TMUS vs TT
-7.6%
-10.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +1.4% |
| 7D | +3.6% | -2.0% | +5.6% | +3.1% |
| 30D | -3.4% | -14.0% | +10.7% | -6.2% |
| 3M | -9.5% | -15.9% | +6.4% | -12.4% |
| 6M | -15.2% | -17.3% | +2.1% | -17.9% |
| YTD | -18.9% | +4.0% | -22.9% | -20.2% |
| 1Y | -17.7% | -7.1% | -10.6% | -19.6% |
| All | -17.7% | -7.6% | -10.1% | -19.6% |
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