-25.4%
TMUS vs BTSG
+147.4%
-172.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.5% |
| 7D | -5.3% | +2.9% | -8.2% | -5.1% |
| 30D | +0.1% | +0.9% | -0.8% | +0.2% |
| 3M | -0.6% | +1.6% | -2.2% | +0.3% |
| 6M | -17.5% | +46.8% | -64.3% | -12.9% |
| YTD | -11.3% | +65.5% | -76.8% | -5.0% |
| 1Y | -25.4% | +136.2% | -161.6% | -18.6% |
| All | -25.4% | +147.4% | -172.8% | -18.6% |
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