+550.5%
TTD vs TMUS
+260.7%
+289.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +4.1% | +11.3% | +13.1% |
| 7D | +19.0% | +5.3% | +13.6% | +15.7% |
| 30D | +23.6% | +13.5% | +10.0% | +14.3% |
| 3M | +8.2% | -4.2% | +12.4% | +9.7% |
| 6M | -35.3% | -11.9% | -23.4% | -31.7% |
| YTD | -60.7% | -15.6% | -45.1% | -57.9% |
| 1Y | -65.3% | -16.8% | -48.5% | -62.5% |
| 3Y | -80.6% | +20.8% | -101.4% | -85.4% |
| 5Y | -84.6% | +48.0% | -132.7% | -90.2% |
| 10Y | +550.5% | +234.7% | +315.8% | +184.5% |
| All | +550.5% | +260.7% | +289.8% | +184.5% |
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