+39.1%
TMUS vs TTMI
+816.8%
-777.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -2.9% |
| 7D | +0.1% | +5.9% | -5.8% | +0.5% |
| 30D | +5.3% | -4.3% | +9.6% | +5.2% |
| 3M | +3.1% | -32.0% | +35.2% | +2.1% |
| 6M | -16.5% | +19.5% | -35.9% | -15.1% |
| YTD | -9.2% | +82.0% | -91.2% | -6.6% |
| 1Y | -26.5% | +172.6% | -199.1% | -24.7% |
| All | +39.1% | +816.8% | -777.7% | +35.7% |
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