-26.5%
TMUS vs TXG
+372.5%
-399.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | +0.1% | +1.8% | -1.7% | +0.2% |
| 30D | +5.3% | +32.0% | -26.8% | +7.9% |
| 3M | +3.1% | +87.0% | -83.9% | +8.5% |
| 6M | -16.5% | +180.1% | -196.5% | -9.8% |
| YTD | -9.2% | +284.1% | -293.3% | -1.0% |
| 1Y | -26.5% | +361.7% | -388.2% | -20.1% |
| All | -26.5% | +372.5% | -399.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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