-21.2%
TMUS vs BTSG
+111.7%
-132.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.1% | +3.1% |
| 7D | +7.5% | +17.4% | -9.9% | +7.9% |
| 30D | -3.3% | +12.6% | -15.9% | -3.2% |
| 3M | -9.7% | +11.2% | -20.9% | -9.7% |
| 6M | -17.2% | +30.4% | -47.6% | -14.8% |
| YTD | -20.3% | +86.4% | -106.7% | -13.7% |
| 1Y | -21.2% | +117.9% | -139.1% | -13.5% |
| All | -21.2% | +111.7% | -132.9% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling