+365.8%
TTD vs TMUS
+324.6%
+41.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.9% |
| 7D | +1.7% | -0.3% | +2.0% | +2.0% |
| 30D | +1.6% | +3.1% | -1.5% | 0.0% |
| 3M | -27.8% | +2.4% | -30.3% | -29.2% |
| 6M | -52.1% | -17.1% | -35.0% | -47.1% |
| YTD | -63.1% | -9.1% | -54.0% | -61.6% |
| 1Y | -73.1% | -23.6% | -49.4% | -69.1% |
| 3Y | -83.3% | +38.8% | -122.1% | -88.2% |
| 5Y | -80.6% | +43.0% | -123.6% | -86.9% |
| All | +365.8% | +324.6% | +41.2% | +107.7% |
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