+41.6%
TXN vs TMUS
-27.1%
+68.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +1.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -6.9% | +5.3% | -12.2% | -7.0% |
| 3M | -14.9% | +3.1% | -18.1% | -14.8% |
| 6M | +29.0% | -16.5% | +45.5% | +30.1% |
| YTD | +51.5% | -9.2% | +60.6% | +50.5% |
| 1Y | +41.6% | -26.5% | +68.0% | +47.9% |
| All | +41.6% | -27.1% | +68.6% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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