+520.7%
TMUS vs BTG
+392.0%
+128.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +5.3% | +36.8% | -31.6% | +3.0% |
| 3M | +3.1% | +23.1% | -20.0% | +1.5% |
| 6M | -16.5% | +3.5% | -19.9% | -17.1% |
| YTD | -9.2% | +25.5% | -34.7% | -11.3% |
| 1Y | -26.5% | +40.1% | -66.6% | -29.0% |
| 3Y | +39.0% | +101.1% | -62.1% | +29.6% |
| 5Y | +40.4% | +70.6% | -30.2% | +31.2% |
| 10Y | +303.7% | +152.1% | +151.6% | +255.0% |
| All | +520.7% | +392.0% | +128.7% | +356.5% |
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