+42.0%
TMUS vs ADM
+62.5%
-20.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.7% | -3.5% |
| 7D | +0.1% | +3.8% | -3.7% | -0.5% |
| 30D | +5.3% | +9.8% | -4.5% | +3.6% |
| 3M | +3.1% | +2.1% | +1.0% | +2.7% |
| 6M | -16.5% | +27.5% | -44.0% | -20.0% |
| YTD | -9.2% | +50.2% | -59.4% | -15.5% |
| 1Y | -26.5% | +40.6% | -67.1% | -30.9% |
| 3Y | +39.0% | +17.2% | +21.8% | +33.4% |
| All | +42.0% | +62.5% | -20.6% | +25.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling