-17.9%
TMUS vs TXG
+256.0%
-273.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -1.2% |
| 7D | +6.5% | +1.8% | +4.7% | +6.8% |
| 30D | +11.3% | -17.7% | +28.9% | +9.1% |
| 3M | -2.9% | +2.3% | -5.2% | -1.9% |
| 6M | -10.5% | +182.5% | -193.0% | +0.1% |
| YTD | -14.4% | +262.4% | -276.8% | -2.7% |
| 1Y | -17.9% | +254.1% | -272.0% | -6.7% |
| All | -17.9% | +256.0% | -273.9% | -6.7% |
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