+15.6%
TMUS vs ADP
+48.5%
-32.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.4% |
| 7D | +3.6% | +3.2% | +0.3% | +2.2% |
| 30D | -3.4% | +14.9% | -18.3% | -8.5% |
| 3M | -9.5% | +11.6% | -21.1% | -13.4% |
| 6M | -15.2% | +48.5% | -63.6% | -27.2% |
| YTD | -18.9% | +20.6% | -39.5% | -24.0% |
| 1Y | -17.7% | +23.7% | -41.4% | -23.9% |
| 3Y | +15.6% | +47.8% | -32.1% | +9.3% |
| All | +15.6% | +48.5% | -32.9% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling