+124.3%
TMUS vs TXG
+7.8%
+116.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +4.9% | -1.8% | +6.7% | +4.9% |
| 30D | +7.7% | -20.4% | +28.1% | +7.9% |
| 3M | -6.8% | +0.1% | -6.9% | -7.3% |
| 6M | -9.7% | +176.2% | -185.9% | -13.2% |
| YTD | -15.0% | +256.8% | -271.7% | -19.4% |
| 1Y | -19.1% | +255.9% | -275.0% | -23.4% |
| 3Y | +21.4% | +60.2% | -38.8% | +18.1% |
| 5Y | +51.2% | -65.1% | +116.2% | +56.5% |
| All | +124.3% | +7.8% | +116.5% | +108.1% |
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 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