+275.3%
TMUS vs ADM
+207.8%
+67.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +3.6% | -9.0% | +12.6% | +7.4% |
| 30D | -3.4% | -14.0% | +10.6% | +2.6% |
| 3M | -9.5% | -9.2% | -0.3% | -6.3% |
| 6M | -15.2% | -9.2% | -6.0% | -12.5% |
| YTD | -18.9% | +24.2% | -43.1% | -26.5% |
| 1Y | -17.7% | +27.0% | -44.7% | -26.2% |
| 3Y | +15.6% | +6.6% | +9.0% | +6.3% |
| 5Y | +38.9% | +25.0% | +13.9% | +15.1% |
| 10Y | +245.3% | +100.2% | +145.0% | +119.5% |
| All | +275.3% | +207.8% | +67.5% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling