+133.8%
TMUS vs TXG
+22.9%
+110.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | -5.8% | +5.0% | -10.8% | -5.9% |
| 30D | -0.2% | +13.5% | -13.7% | -0.6% |
| 3M | -4.0% | +128.0% | -132.0% | -6.4% |
| 6M | -18.1% | +224.4% | -242.6% | -21.4% |
| YTD | -11.3% | +307.0% | -318.3% | -15.8% |
| 1Y | -24.7% | +427.2% | -452.0% | -29.6% |
| 3Y | +35.4% | +40.2% | -4.8% | +34.2% |
| 5Y | +42.4% | -64.0% | +106.5% | +48.6% |
| All | +133.8% | +22.9% | +110.9% | +117.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling