+317.5%
TMUS vs BTG
+159.3%
+158.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | +0.4% | -3.8% | +4.2% | +0.6% |
| 30D | +3.5% | +3.6% | -0.1% | +3.3% |
| 3M | -1.3% | +32.0% | -33.3% | -2.7% |
| 6M | -13.6% | +3.4% | -17.0% | -14.1% |
| YTD | -8.8% | +20.8% | -29.5% | -10.3% |
| 1Y | -22.9% | +22.4% | -45.3% | -24.4% |
| 3Y | +36.7% | +91.7% | -55.0% | +29.2% |
| 5Y | +46.6% | +79.0% | -32.4% | +38.3% |
| All | +317.5% | +159.3% | +158.2% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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