+127.4%
ADBE vs TMUS
+235.5%
-108.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -3.8% | +9.5% | -13.3% | -7.7% |
| 30D | -2.3% | +13.8% | -16.1% | -8.1% |
| 3M | -13.3% | -4.6% | -8.7% | -12.4% |
| 6M | -6.5% | -11.7% | +5.2% | -2.8% |
| YTD | -32.4% | -15.4% | -17.0% | -29.0% |
| 1Y | -28.0% | -16.1% | -11.9% | -24.2% |
| 3Y | -60.4% | +20.5% | -80.8% | -67.0% |
| 5Y | -63.4% | +48.7% | -112.2% | -73.4% |
| 10Y | +127.4% | +240.8% | -113.4% | +11.1% |
| All | +127.4% | +235.5% | -108.1% | +11.1% |
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 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