+43.0%
TMUS vs TTMI
+840.7%
-797.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.1% |
| 7D | -0.3% | +12.2% | -12.4% | -0.1% |
| 30D | +3.1% | -5.7% | +8.9% | +3.2% |
| 3M | +2.4% | -27.5% | +29.9% | +2.8% |
| 6M | -17.1% | +47.1% | -64.2% | -18.2% |
| YTD | -9.1% | +87.5% | -96.5% | -11.8% |
| 1Y | -23.6% | +175.2% | -198.8% | -28.4% |
| 3Y | +38.8% | +901.9% | -863.1% | +9.9% |
| 5Y | +43.0% | +843.5% | -800.5% | +12.8% |
| All | +43.0% | +840.7% | -797.8% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling