+48.7%
TMUS vs TT
+137.3%
-88.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | +9.5% | +0.8% | +8.7% | +9.4% |
| 30D | +13.8% | -11.8% | +25.6% | +15.5% |
| 3M | -4.6% | -11.6% | +7.0% | -3.3% |
| 6M | -11.7% | -9.3% | -2.4% | -11.3% |
| YTD | -15.4% | +8.9% | -24.3% | -18.4% |
| 1Y | -16.1% | -2.2% | -13.9% | -17.3% |
| 3Y | +20.5% | +91.9% | -71.4% | -3.0% |
| 5Y | +48.7% | +136.0% | -87.3% | +6.4% |
| All | +48.7% | +137.3% | -88.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling