+17.3%
TMUS vs BTSG
+421.3%
-404.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | +0.1% |
| 7D | -0.3% | +5.7% | -6.0% | -0.2% |
| 30D | +3.1% | +0.2% | +2.9% | +3.1% |
| 3M | +2.4% | +5.6% | -3.2% | +2.5% |
| 6M | -17.1% | +50.8% | -67.9% | -17.0% |
| YTD | -9.1% | +67.0% | -76.1% | -9.2% |
| 1Y | -23.6% | +145.5% | -169.1% | -24.7% |
| All | +17.3% | +421.3% | -404.0% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling