+320.5%
TMUS vs TXT
+73.9%
+246.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.4% |
| 7D | +0.1% | -4.8% | +4.9% | +1.4% |
| 30D | +5.3% | -10.6% | +15.9% | +8.4% |
| 3M | +3.1% | -13.2% | +16.3% | +6.7% |
| 6M | -16.5% | -20.3% | +3.9% | -11.8% |
| YTD | -9.2% | -9.3% | +0.1% | -7.7% |
| 1Y | -26.5% | -2.7% | -23.8% | -27.0% |
| 3Y | +39.0% | +1.4% | +37.6% | +33.7% |
| 5Y | +40.4% | +9.6% | +30.8% | +29.9% |
| 10Y | +303.7% | +94.9% | +208.8% | +193.2% |
| All | +320.5% | +73.9% | +246.6% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling