+400.7%
TXN vs TMUS
+318.7%
+82.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | +2.0% | -5.8% | +7.7% | +4.1% |
| 30D | -8.0% | -0.2% | -7.7% | -8.1% |
| 3M | -7.8% | -4.0% | -3.8% | -7.5% |
| 6M | +32.4% | -18.1% | +50.5% | +40.9% |
| YTD | +51.7% | -11.3% | +63.0% | +55.6% |
| 1Y | +44.3% | -24.7% | +69.0% | +58.1% |
| 3Y | +71.3% | +35.4% | +35.9% | +39.7% |
| 5Y | +56.4% | +42.4% | +14.0% | +22.4% |
| All | +400.7% | +318.7% | +82.0% | +159.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling