+240.8%
TMUS vs ADM
+100.5%
+140.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +9.5% | -1.8% | +11.3% | +10.1% |
| 30D | +13.8% | -13.3% | +27.1% | +18.4% |
| 3M | -4.6% | -13.4% | +8.8% | -0.7% |
| 6M | -11.7% | -9.6% | -2.1% | -9.5% |
| YTD | -15.4% | +23.0% | -38.4% | -20.9% |
| 1Y | -16.1% | +27.4% | -43.5% | -22.5% |
| 3Y | +20.5% | +5.7% | +14.8% | +14.3% |
| 5Y | +48.7% | +22.1% | +26.7% | +29.2% |
| 10Y | +240.8% | +106.0% | +134.8% | +122.5% |
| All | +240.8% | +100.5% | +140.3% | +122.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling