+317.8%
TMUS vs ADP
+270.4%
+47.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -1.9% |
| 7D | -5.3% | -5.7% | +0.4% | -2.8% |
| 30D | +0.1% | -3.1% | +3.2% | +1.5% |
| 3M | -0.6% | +15.6% | -16.2% | -7.1% |
| 6M | -17.5% | +20.8% | -38.4% | -24.8% |
| YTD | -11.3% | +4.7% | -16.0% | -13.9% |
| 1Y | -25.4% | -8.3% | -17.1% | -23.0% |
| 3Y | +35.5% | +13.6% | +22.0% | +25.5% |
| 5Y | +41.9% | +45.0% | -3.1% | +14.8% |
| 10Y | +317.8% | +279.0% | +38.8% | +115.7% |
| All | +317.8% | +270.4% | +47.4% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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