+239.9%
TMUS vs TTMI
+408.9%
-169.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.5% |
| 7D | +6.5% | +22.6% | -16.1% | +5.4% |
| 30D | +11.3% | -34.3% | +45.6% | +13.1% |
| 3M | -2.9% | -44.8% | +41.9% | -0.5% |
| 6M | -10.5% | -53.3% | +42.8% | -8.0% |
| YTD | -14.4% | +10.6% | -25.0% | -21.4% |
| 1Y | -17.9% | +8.2% | -26.1% | -24.8% |
| 3Y | +21.9% | +435.7% | -413.8% | -17.5% |
| 5Y | +52.1% | +434.2% | -382.0% | -0.5% |
| All | +239.9% | +408.9% | -169.0% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling