+237.8%
TMUS vs TTMI
+394.2%
-156.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | +4.9% | +11.4% | -6.5% | +4.3% |
| 30D | +7.7% | -28.3% | +36.0% | +8.9% |
| 3M | -6.8% | -46.7% | +39.9% | -4.3% |
| 6M | -9.7% | -56.1% | +46.4% | -6.7% |
| YTD | -15.0% | +7.4% | -22.3% | -21.7% |
| 1Y | -19.1% | +17.4% | -36.5% | -26.9% |
| 3Y | +21.4% | +429.1% | -407.7% | -18.0% |
| 5Y | +51.2% | +418.8% | -367.6% | -1.0% |
| All | +237.8% | +394.2% | -156.4% | +105.4% |
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