+632.7%
ADI vs TMUS
+314.6%
+318.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -6.6% | +3.1% | -9.7% | -7.8% |
| 3M | -9.8% | +2.4% | -12.2% | -12.0% |
| 6M | +15.7% | -17.1% | +32.8% | +22.4% |
| YTD | +35.1% | -9.1% | +44.2% | +37.1% |
| 1Y | +47.7% | -23.6% | +71.3% | +60.9% |
| 3Y | +114.5% | +38.8% | +75.6% | +72.0% |
| 5Y | +141.2% | +43.0% | +98.3% | +87.5% |
| All | +632.7% | +314.6% | +318.1% | +268.4% |
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