+134.1%
TMUS vs TXG
+24.6%
+109.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -2.5% |
| 7D | -5.3% | +9.1% | -14.5% | -5.5% |
| 30D | +0.1% | +14.9% | -14.8% | -0.3% |
| 3M | -0.6% | +120.0% | -120.6% | -3.0% |
| 6M | -17.5% | +221.8% | -239.4% | -20.8% |
| YTD | -11.3% | +312.6% | -323.8% | -15.8% |
| 1Y | -25.4% | +398.4% | -423.8% | -30.0% |
| 3Y | +35.5% | +42.1% | -6.6% | +34.3% |
| 5Y | +41.9% | -63.5% | +105.4% | +48.0% |
| All | +134.1% | +24.6% | +109.4% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling