+481.2%
TMUS vs BTG
+332.2%
+149.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +4.9% | -9.1% | +14.0% | +5.5% |
| 30D | +7.7% | -1.6% | +9.3% | +7.7% |
| 3M | -6.8% | -2.8% | -4.0% | -6.9% |
| 6M | -9.7% | -7.6% | -2.1% | -9.8% |
| YTD | -15.0% | +10.2% | -25.2% | -16.5% |
| 1Y | -19.1% | +21.3% | -40.4% | -21.2% |
| 3Y | +21.4% | +82.7% | -61.3% | +13.7% |
| 5Y | +51.2% | +30.8% | +20.4% | +43.4% |
| 10Y | +240.2% | +163.7% | +76.5% | +198.2% |
| All | +481.2% | +332.2% | +149.0% | +329.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling