-16.1%
TMUS vs ADM
+25.0%
-41.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +9.5% | -1.8% | +11.3% | +9.9% |
| 30D | +13.8% | -13.3% | +27.1% | +17.0% |
| 3M | -4.6% | -13.4% | +8.8% | -1.9% |
| 6M | -11.7% | -9.6% | -2.1% | -9.6% |
| YTD | -15.4% | +23.0% | -38.4% | -15.4% |
| 1Y | -16.1% | +27.4% | -43.5% | -17.3% |
| All | -16.1% | +25.0% | -41.1% | -17.3% |
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