+1,187.2%
TXN vs TMUS
+359.0%
+828.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | -6.9% | +5.3% | -12.2% | -8.2% |
| 3M | -14.9% | +3.1% | -18.1% | -16.2% |
| 6M | +29.0% | -16.5% | +45.5% | +33.2% |
| YTD | +51.5% | -9.2% | +60.6% | +53.1% |
| 1Y | +41.6% | -26.5% | +68.0% | +50.1% |
| 3Y | +65.8% | +39.0% | +26.8% | +49.7% |
| 5Y | +56.8% | +40.4% | +16.4% | +40.2% |
| 10Y | +387.5% | +303.7% | +83.8% | +248.2% |
| All | +1,187.2% | +359.0% | +828.2% | +666.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling