+240.8%
TMUS vs TXT
+103.6%
+137.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | +9.5% | -1.1% | +10.6% | +9.7% |
| 30D | +13.8% | +17.1% | -3.3% | +9.5% |
| 3M | -4.6% | -2.6% | -1.9% | -4.3% |
| 6M | -11.7% | -4.6% | -7.1% | -11.3% |
| YTD | -15.4% | -0.3% | -15.1% | -16.4% |
| 1Y | -16.1% | +5.9% | -22.0% | -18.4% |
| 3Y | +20.5% | +14.4% | +6.1% | +12.2% |
| 5Y | +48.7% | +15.9% | +32.9% | +35.8% |
| 10Y | +240.8% | +99.6% | +141.2% | +144.4% |
| All | +240.8% | +103.6% | +137.1% | +144.4% |
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