+20.8%
TMUS vs TTMI
+433.5%
-412.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +13.3% | -9.1% | +5.3% |
| 7D | +5.3% | -1.6% | +7.0% | +5.4% |
| 30D | +13.5% | -37.7% | +51.3% | +10.5% |
| 3M | -4.2% | -45.1% | +40.9% | -7.2% |
| 6M | -11.9% | -52.1% | +40.2% | -14.6% |
| YTD | -15.6% | +9.2% | -24.7% | -15.1% |
| 1Y | -16.8% | +12.9% | -29.7% | -16.2% |
| 3Y | +20.8% | +445.5% | -424.7% | +19.0% |
| All | +20.8% | +433.5% | -412.7% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling