-19.1%
TMUS vs ADP
+26.1%
-45.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | +4.9% | +2.2% | +2.7% | +4.2% |
| 30D | +7.7% | +10.6% | -2.9% | +4.5% |
| 3M | -6.8% | +12.9% | -19.7% | -10.1% |
| 6M | -9.7% | +50.6% | -60.3% | -17.3% |
| YTD | -15.0% | +23.2% | -38.1% | -20.8% |
| 1Y | -19.1% | +25.3% | -44.4% | -25.4% |
| All | -19.1% | +26.1% | -45.3% | -25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling