-75.6%
TTD vs TMUS
+22.0%
-97.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +20.8% | +6.5% | +14.3% | +19.8% |
| 30D | +27.1% | +11.3% | +15.9% | +25.4% |
| 3M | +14.7% | -2.9% | +17.6% | +15.2% |
| 6M | -26.8% | -10.5% | -16.3% | -26.4% |
| YTD | -59.2% | -14.4% | -44.8% | -59.0% |
| 1Y | -64.7% | -17.9% | -46.8% | -64.5% |
| All | -75.6% | +22.0% | -97.6% | -70.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling