+38.8%
TMUS vs TXG
+31.6%
+7.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | +0.3% |
| 7D | -0.3% | +9.4% | -9.6% | +0.1% |
| 30D | +3.1% | +26.1% | -22.9% | +4.0% |
| 3M | +2.4% | +124.8% | -122.4% | +5.2% |
| 6M | -17.1% | +215.2% | -232.3% | -14.2% |
| YTD | -9.1% | +302.2% | -311.3% | -5.6% |
| 1Y | -23.6% | +370.9% | -394.5% | -20.6% |
| 3Y | +38.8% | +38.5% | +0.3% | +52.0% |
| All | +38.8% | +31.6% | +7.2% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling