+238.4%
TMUS vs ADP
+318.0%
-79.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.5% |
| 7D | +3.6% | +3.2% | +0.3% | +2.1% |
| 30D | -3.4% | +14.9% | -18.3% | -9.3% |
| 3M | -9.5% | +11.6% | -21.1% | -14.0% |
| 6M | -15.2% | +48.5% | -63.6% | -29.5% |
| YTD | -18.9% | +20.6% | -39.5% | -26.3% |
| 1Y | -17.7% | +23.7% | -41.4% | -26.2% |
| 3Y | +15.6% | +47.8% | -32.1% | -4.9% |
| 5Y | +38.9% | +47.7% | -8.8% | +12.0% |
| All | +238.4% | +318.0% | -79.6% | +80.7% |
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