-75.3%
TTD vs TMUS
+21.2%
-96.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.4% |
| 7D | +21.3% | +4.9% | +16.4% | +20.5% |
| 30D | +28.7% | +7.7% | +21.0% | +27.5% |
| 3M | +7.7% | -6.8% | +14.5% | +8.6% |
| 6M | -23.5% | -9.7% | -13.8% | -22.9% |
| YTD | -58.7% | -15.0% | -43.7% | -58.4% |
| 1Y | -63.4% | -19.1% | -44.3% | -63.3% |
| 3Y | -75.3% | +21.4% | -96.7% | -69.9% |
| All | -75.3% | +21.2% | -96.5% | -69.9% |
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