+527.9%
TTD vs TMUS
+248.1%
+279.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +2.6% |
| 7D | +20.8% | +8.2% | +12.6% | +15.8% |
| 30D | +33.8% | +13.4% | +20.5% | +24.0% |
| 3M | +17.8% | -3.0% | +20.9% | +18.7% |
| 6M | -25.7% | -8.8% | -17.0% | -23.2% |
| YTD | -57.9% | -13.8% | -44.1% | -55.4% |
| 1Y | -63.8% | -17.1% | -46.8% | -60.8% |
| 3Y | -75.0% | +22.7% | -97.7% | -81.4% |
| 5Y | -82.5% | +52.8% | -135.4% | -89.2% |
| 10Y | +527.9% | +244.6% | +283.3% | +173.6% |
| All | +527.9% | +248.1% | +279.8% | +173.6% |
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