+137.3%
ADBE vs TMUS
+244.6%
-107.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.2% |
| 7D | +1.6% | +4.9% | -3.3% | -0.6% |
| 30D | +1.0% | +7.7% | -6.7% | -2.6% |
| 3M | -10.1% | -6.8% | -3.3% | -8.2% |
| 6M | +3.0% | -9.7% | +12.7% | +5.9% |
| YTD | -30.5% | -15.0% | -15.6% | -27.3% |
| 1Y | -27.1% | -19.1% | -8.0% | -21.9% |
| 3Y | -58.8% | +21.4% | -80.2% | -65.9% |
| 5Y | -63.0% | +51.2% | -114.2% | -73.4% |
| All | +137.3% | +244.6% | -107.3% | +16.2% |
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 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