+114.5%
ADI vs TMUS
+38.6%
+75.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.4% |
| 30D | -6.6% | +3.1% | -9.7% | -6.8% |
| 3M | -9.8% | +2.4% | -12.2% | -10.2% |
| 6M | +15.7% | -17.1% | +32.8% | +18.6% |
| YTD | +35.1% | -9.1% | +44.2% | +36.2% |
| 1Y | +47.7% | -23.6% | +71.3% | +54.1% |
| 3Y | +114.5% | +38.8% | +75.6% | +81.2% |
| All | +114.5% | +38.6% | +75.9% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling