+238.4%
TMUS vs TXT
+112.2%
+126.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.3% |
| 7D | +3.6% | -2.5% | +6.1% | +4.1% |
| 30D | -3.4% | +14.4% | -17.8% | -6.6% |
| 3M | -9.5% | -4.9% | -4.5% | -8.7% |
| 6M | -15.2% | -10.2% | -5.0% | -13.6% |
| YTD | -18.9% | -4.1% | -14.8% | -19.2% |
| 1Y | -17.7% | +4.0% | -21.7% | -19.7% |
| 3Y | +15.6% | +8.0% | +7.7% | +9.2% |
| 5Y | +38.9% | +8.4% | +30.5% | +28.8% |
| All | +238.4% | +112.2% | +126.3% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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