+468.5%
TXN vs TMUS
+244.6%
+223.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | +9.5% | +4.9% | +4.6% | +7.7% |
| 30D | +8.7% | +7.7% | +1.0% | +5.4% |
| 3M | +11.6% | -6.8% | +18.4% | +13.2% |
| 6M | +0.1% | -9.7% | +9.8% | +1.6% |
| YTD | +78.8% | -15.0% | +93.8% | +84.6% |
| 1Y | +91.2% | -19.1% | +110.3% | +101.4% |
| 3Y | +125.8% | +21.4% | +104.4% | +90.5% |
| 5Y | +83.8% | +51.2% | +32.6% | +37.0% |
| All | +468.5% | +244.6% | +223.9% | +198.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling