+59.9%
TXN vs TMUS
+42.2%
+17.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.5% |
| 7D | +2.7% | -5.3% | +8.0% | +3.7% |
| 30D | -6.7% | +0.1% | -6.8% | -6.9% |
| 3M | -8.9% | -0.6% | -8.3% | -9.5% |
| 6M | +34.7% | -17.5% | +52.2% | +39.9% |
| YTD | +53.3% | -11.3% | +64.6% | +55.9% |
| 1Y | +45.0% | -25.4% | +70.4% | +54.5% |
| 3Y | +73.1% | +35.5% | +37.6% | +48.8% |
| 5Y | +59.9% | +41.9% | +18.0% | +40.1% |
| All | +59.9% | +42.2% | +17.8% | +40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling