+91.2%
TXN vs TMUS
-18.1%
+109.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.9% |
| 7D | +9.5% | +4.9% | +4.6% | +9.6% |
| 30D | +8.7% | +7.7% | +1.0% | +9.2% |
| 3M | +11.6% | -6.8% | +18.4% | +12.0% |
| 6M | +0.1% | -9.7% | +9.8% | +1.8% |
| YTD | +78.8% | -15.0% | +93.8% | +76.9% |
| 1Y | +91.2% | -19.1% | +110.3% | +93.8% |
| All | +91.2% | -18.1% | +109.4% | +93.8% |
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