+24.0%
TMUS vs BTDR
-38.7%
+62.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.8% | +12.1% | -0.8% |
| 7D | +6.5% | +15.4% | -8.9% | +6.8% |
| 30D | +11.3% | -33.4% | +44.7% | +10.8% |
| 3M | -2.9% | -32.0% | +29.2% | -3.2% |
| 6M | -10.5% | -52.2% | +41.7% | -10.9% |
| YTD | -14.4% | -45.3% | +30.9% | -14.7% |
| 1Y | -17.9% | -56.0% | +38.1% | -18.1% |
| 3Y | +21.9% | +54.4% | -32.5% | +21.5% |
| 5Y | +52.1% | -38.5% | +90.6% | +49.5% |
| All | +24.0% | -38.7% | +62.7% | +21.6% |
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