-21.2%
TMUS vs ADM
+29.8%
-51.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.7% | +3.0% |
| 7D | +7.5% | -8.3% | +15.8% | +9.3% |
| 30D | -3.3% | -14.1% | +10.8% | -0.5% |
| 3M | -9.7% | -10.7% | +1.1% | -7.7% |
| 6M | -17.2% | -5.9% | -11.3% | -15.9% |
| YTD | -20.3% | +25.8% | -46.1% | -21.0% |
| 1Y | -21.2% | +21.3% | -42.5% | -21.6% |
| All | -21.2% | +29.8% | -51.1% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling