+39.5%
TMUS vs ADP
+16.9%
+22.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.7% |
| 7D | +0.1% | -3.4% | +3.5% | +1.4% |
| 30D | +5.3% | +2.8% | +2.5% | +4.2% |
| 3M | +3.1% | +20.9% | -17.8% | -3.6% |
| 6M | -16.5% | +29.9% | -46.3% | -24.0% |
| YTD | -9.2% | +9.6% | -18.8% | -11.6% |
| 1Y | -26.5% | -5.3% | -21.2% | -23.9% |
| All | +39.5% | +16.9% | +22.6% | +38.7% |
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 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