+317.8%
TMUS vs TTMI
+1,044.1%
-726.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.9% | +1.5% | -2.1% |
| 7D | -5.3% | +7.5% | -12.8% | -5.8% |
| 30D | +0.1% | -4.5% | +4.6% | +0.2% |
| 3M | -0.6% | -28.5% | +27.9% | +1.2% |
| 6M | -17.5% | +28.4% | -45.9% | -21.6% |
| YTD | -11.3% | +80.1% | -91.3% | -19.9% |
| 1Y | -25.4% | +161.0% | -186.4% | -37.0% |
| 3Y | +35.5% | +862.4% | -826.9% | -11.6% |
| 5Y | +41.9% | +812.9% | -771.0% | -9.4% |
| 10Y | +317.8% | +1,094.7% | -776.9% | +140.8% |
| All | +317.8% | +1,044.1% | -726.3% | +140.8% |
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