+275.3%
TMUS vs TT
+1,909.2%
-1,633.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.1% |
| 7D | +3.6% | -2.0% | +5.6% | +4.3% |
| 30D | -3.4% | -14.0% | +10.7% | +2.1% |
| 3M | -9.5% | -15.9% | +6.4% | -3.7% |
| 6M | -15.2% | -17.3% | +2.1% | -10.1% |
| YTD | -18.9% | +4.0% | -22.9% | -23.1% |
| 1Y | -17.7% | -7.1% | -10.6% | -18.2% |
| 3Y | +15.6% | +90.2% | -74.6% | -20.1% |
| 5Y | +38.9% | +131.1% | -92.2% | -15.3% |
| 10Y | +245.3% | +777.7% | -532.4% | +2.5% |
| All | +275.3% | +1,909.2% | -1,633.9% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling