+488.7%
TMUS vs BTG
+355.9%
+132.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.0% |
| 7D | +8.2% | +1.4% | +6.8% | +8.1% |
| 30D | +13.4% | -1.1% | +14.5% | +13.3% |
| 3M | -3.0% | +2.5% | -5.6% | -3.5% |
| 6M | -8.8% | -3.1% | -5.7% | -9.1% |
| YTD | -13.8% | +16.3% | -30.1% | -15.7% |
| 1Y | -17.1% | +27.6% | -44.7% | -19.4% |
| 3Y | +22.7% | +89.5% | -66.9% | +14.6% |
| 5Y | +52.8% | +33.6% | +19.3% | +44.8% |
| 10Y | +244.6% | +178.2% | +66.4% | +201.1% |
| All | +488.7% | +355.9% | +132.8% | +334.0% |
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