+640.7%
ADI vs TMUS
+246.8%
+393.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | +13.4% | +6.5% | +6.9% | +11.1% |
| 30D | -1.3% | +11.3% | -12.6% | -5.4% |
| 3M | +6.8% | -2.9% | +9.7% | +6.5% |
| 6M | -1.9% | -10.5% | +8.6% | -0.3% |
| YTD | +52.3% | -14.4% | +66.7% | +56.3% |
| 1Y | +71.6% | -17.9% | +89.5% | +79.1% |
| 3Y | +148.9% | +21.9% | +127.0% | +108.1% |
| 5Y | +140.8% | +52.1% | +88.7% | +77.2% |
| All | +640.7% | +246.8% | +393.9% | +276.1% |
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