+38.8%
TMUS vs BTDR
+8.5%
+30.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.1% |
| 7D | -0.3% | +22.4% | -22.7% | 0.0% |
| 30D | +3.1% | +16.5% | -13.3% | +3.4% |
| 3M | +2.4% | -31.5% | +33.9% | +2.5% |
| 6M | -17.1% | +74.0% | -91.1% | -16.7% |
| YTD | -9.1% | +13.0% | -22.1% | -8.7% |
| 1Y | -23.6% | -0.2% | -23.4% | -23.5% |
| 3Y | +38.8% | +9.9% | +29.0% | +38.0% |
| All | +38.8% | +8.5% | +30.4% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling