+464.6%
TTD vs TMUS
+238.1%
+226.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.4% |
| 7D | +5.2% | +3.6% | +1.6% | +3.0% |
| 30D | +6.9% | -3.4% | +10.3% | +7.5% |
| 3M | -26.8% | -9.5% | -17.4% | -23.4% |
| 6M | -46.1% | -15.2% | -31.0% | -42.0% |
| YTD | -65.9% | -18.9% | -47.0% | -62.8% |
| 1Y | -71.8% | -17.7% | -54.1% | -69.6% |
| 3Y | -83.3% | +15.6% | -99.0% | -87.2% |
| 5Y | -81.1% | +38.9% | -120.0% | -87.6% |
| All | +464.6% | +238.1% | +226.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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