+31.6%
TMUS vs BTDR
+23.8%
+7.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.4% |
| 7D | +0.1% | +20.0% | -19.9% | +0.3% |
| 30D | +5.3% | +11.9% | -6.7% | +5.5% |
| 3M | +3.1% | -36.9% | +40.1% | +3.1% |
| 6M | -16.5% | +56.5% | -73.0% | -16.1% |
| YTD | -9.2% | +10.4% | -19.6% | -8.8% |
| 1Y | -26.5% | +3.1% | -29.6% | -26.4% |
| 3Y | +39.0% | -2.6% | +41.6% | +38.7% |
| 5Y | +40.4% | +25.2% | +15.2% | +38.5% |
| All | +31.6% | +23.8% | +7.8% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling