+28.4%
TMUS vs BTDR
+15.3%
+13.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | -0.2% |
| 7D | -5.8% | -3.2% | -2.6% | -5.8% |
| 30D | -0.2% | +32.7% | -32.9% | +0.1% |
| 3M | -4.0% | -28.4% | +24.4% | -4.0% |
| 6M | -18.1% | +51.7% | -69.8% | -17.8% |
| YTD | -11.3% | +2.9% | -14.2% | -11.1% |
| 1Y | -24.7% | -15.5% | -9.3% | -24.6% |
| 3Y | +35.4% | 0.0% | +35.4% | +35.1% |
| 5Y | +42.4% | +16.5% | +26.0% | +40.5% |
| All | +28.4% | +15.3% | +13.1% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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