+71.3%
TXN vs TMUS
+38.6%
+32.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | -9.5% | +3.1% | -12.6% | -9.8% |
| 3M | -10.5% | +2.4% | -13.0% | -11.0% |
| 6M | +35.4% | -17.1% | +52.4% | +38.8% |
| YTD | +51.8% | -9.1% | +60.8% | +53.0% |
| 1Y | +42.9% | -23.6% | +66.6% | +48.9% |
| 3Y | +71.3% | +38.8% | +32.5% | +42.2% |
| All | +71.3% | +38.6% | +32.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling