+379.4%
TTD vs TMUS
+324.2%
+55.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.9% | -2.4% |
| 7D | +6.3% | +0.1% | +6.3% | +6.4% |
| 30D | -23.9% | +5.3% | -29.1% | -25.9% |
| 3M | -31.4% | +3.1% | -34.5% | -32.9% |
| 6M | -42.7% | -16.5% | -26.2% | -36.9% |
| YTD | -62.0% | -9.2% | -52.8% | -60.5% |
| 1Y | -72.2% | -26.5% | -45.7% | -67.4% |
| 3Y | -81.9% | +39.0% | -121.0% | -87.3% |
| 5Y | -81.5% | +40.4% | -121.9% | -87.4% |
| All | +379.4% | +324.2% | +55.2% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling