+156.4%
ADBE vs TMUS
+304.7%
-148.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | +0.2% |
| 7D | -8.9% | -5.3% | -3.6% | -6.6% |
| 30D | -6.6% | +0.1% | -6.7% | -6.6% |
| 3M | +7.1% | -0.6% | +7.7% | +6.8% |
| 6M | -9.8% | -17.5% | +7.8% | -2.6% |
| YTD | -27.2% | -11.3% | -15.9% | -24.4% |
| 1Y | -28.0% | -25.4% | -2.6% | -19.0% |
| 3Y | -54.5% | +35.5% | -90.0% | -63.8% |
| 5Y | -61.5% | +41.9% | -103.4% | -70.7% |
| 10Y | +156.4% | +317.8% | -161.4% | +17.3% |
| All | +156.4% | +304.7% | -148.2% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling