+44.3%
TXN vs TMUS
-25.2%
+69.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.0% | -5.8% | +7.7% | +1.7% |
| 30D | -8.0% | -0.2% | -7.7% | -8.0% |
| 3M | -7.8% | -4.0% | -3.8% | -7.2% |
| 6M | +32.4% | -18.1% | +50.5% | +33.2% |
| YTD | +51.7% | -11.3% | +63.0% | +50.4% |
| 1Y | +44.3% | -24.7% | +69.0% | +42.7% |
| All | +44.3% | -25.2% | +69.5% | +42.7% |
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