+89.0%
TXN vs TMUS
+51.7%
+37.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.8% |
| 7D | -0.5% | +8.2% | -8.7% | -1.8% |
| 30D | +10.5% | +13.4% | -2.9% | +7.9% |
| 3M | +10.7% | -3.0% | +13.7% | +11.0% |
| 6M | +5.1% | -8.8% | +13.9% | +6.3% |
| YTD | +82.5% | -13.8% | +96.3% | +86.2% |
| 1Y | +98.2% | -17.1% | +115.3% | +104.3% |
| 3Y | +128.4% | +22.7% | +105.7% | +100.3% |
| 5Y | +89.0% | +52.8% | +36.2% | +62.5% |
| All | +89.0% | +51.7% | +37.3% | +62.5% |
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