-10.6%
BITO vs TMUS
+61.0%
-71.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -3.4% | +0.4% | -3.9% | -3.6% |
| 30D | +21.4% | +3.5% | +17.9% | +20.3% |
| 3M | +20.5% | -1.3% | +21.8% | +20.3% |
| 6M | +7.4% | -13.6% | +21.0% | +10.9% |
| YTD | -13.9% | -8.8% | -5.1% | -12.9% |
| 1Y | -35.1% | -22.9% | -12.2% | -30.5% |
| 3Y | +156.8% | +36.7% | +120.1% | +96.7% |
| All | -10.6% | +61.0% | -71.6% | -36.6% |
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