+406.0%
TXN vs TMUS
+319.1%
+86.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.9% |
| 7D | +2.7% | -5.3% | +8.0% | +4.7% |
| 30D | -6.7% | +0.1% | -6.8% | -7.0% |
| 3M | -8.9% | -0.6% | -8.3% | -10.0% |
| 6M | +34.7% | -17.5% | +52.2% | +42.9% |
| YTD | +53.3% | -11.3% | +64.6% | +57.2% |
| 1Y | +45.0% | -25.4% | +70.4% | +59.5% |
| 3Y | +73.1% | +35.5% | +37.6% | +41.2% |
| 5Y | +59.9% | +41.9% | +18.0% | +25.4% |
| All | +406.0% | +319.1% | +86.9% | +161.9% |
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 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