+240.8%
TMUS vs BTI
+125.1%
+115.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +9.5% | -0.1% | +9.6% | +9.5% |
| 30D | +13.8% | +9.6% | +4.2% | +10.7% |
| 3M | -4.6% | +8.3% | -12.9% | -6.9% |
| 6M | -11.7% | +7.5% | -19.2% | -13.6% |
| YTD | -15.4% | +12.3% | -27.6% | -18.7% |
| 1Y | -16.1% | +16.2% | -32.4% | -20.3% |
| 3Y | +20.5% | +148.0% | -127.5% | -10.7% |
| 5Y | +48.7% | +153.2% | -104.5% | +8.6% |
| 10Y | +240.8% | +128.2% | +112.6% | +146.7% |
| All | +240.8% | +125.1% | +115.7% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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