-17.1%
TMUS vs TXT
+4.6%
-21.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | +8.2% | -0.8% | +9.0% | +8.1% |
| 30D | +13.4% | +13.4% | 0.0% | +14.0% |
| 3M | -3.0% | -2.5% | -0.5% | -3.0% |
| 6M | -8.8% | -6.2% | -2.6% | -9.1% |
| YTD | -13.8% | -1.3% | -12.5% | -13.5% |
| 1Y | -17.1% | +4.3% | -21.4% | -15.5% |
| All | -17.1% | +4.6% | -21.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling