+320.5%
TMUS vs TTMI
+1,157.3%
-836.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.8% | -12.3% | -4.9% |
| 7D | +0.1% | +5.9% | -5.8% | -1.0% |
| 30D | +5.3% | -4.3% | +9.6% | +5.4% |
| 3M | +3.1% | -32.0% | +35.2% | +7.4% |
| 6M | -16.5% | +19.5% | -35.9% | -23.0% |
| YTD | -9.2% | +82.0% | -91.2% | -23.8% |
| 1Y | -26.5% | +172.6% | -199.1% | -44.3% |
| 3Y | +39.0% | +744.7% | -705.6% | -21.1% |
| 5Y | +40.4% | +805.6% | -765.2% | -24.3% |
| 10Y | +303.7% | +1,057.6% | -753.9% | +90.2% |
| All | +320.5% | +1,157.3% | -836.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling