+10.4%
TMUS vs BTSG
+495.4%
-485.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | +6.5% | +8.5% | -2.0% | +6.4% |
| 30D | +11.3% | +14.0% | -2.8% | +11.0% |
| 3M | -2.9% | +19.7% | -22.6% | -3.1% |
| 6M | -10.5% | +28.7% | -39.3% | -10.7% |
| YTD | -14.4% | +90.8% | -105.2% | -14.8% |
| 1Y | -17.9% | +112.4% | -130.3% | -18.5% |
| All | +10.4% | +495.4% | -485.0% | +7.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling