+234.7%
TMUS vs TXT
+115.3%
+119.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.6% |
| 7D | +5.3% | -3.5% | +8.9% | +6.2% |
| 30D | +13.5% | +15.2% | -1.6% | +9.7% |
| 3M | -4.2% | -4.5% | +0.2% | -3.5% |
| 6M | -11.9% | -6.1% | -5.8% | -11.2% |
| YTD | -15.6% | -2.0% | -13.6% | -16.2% |
| 1Y | -16.8% | +4.2% | -21.0% | -18.8% |
| 3Y | +20.8% | +14.4% | +6.4% | +12.5% |
| 5Y | +48.0% | +12.3% | +35.7% | +36.2% |
| 10Y | +234.7% | +101.8% | +132.9% | +144.5% |
| All | +234.7% | +115.3% | +119.4% | +144.5% |
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