+42.0%
TMUS vs ADP
+49.8%
-7.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.6% |
| 7D | +0.1% | -3.4% | +3.5% | +1.6% |
| 30D | +5.3% | +2.8% | +2.5% | +4.0% |
| 3M | +3.1% | +20.9% | -17.8% | -4.7% |
| 6M | -16.5% | +29.9% | -46.3% | -25.3% |
| YTD | -9.2% | +9.6% | -18.8% | -12.8% |
| 1Y | -26.5% | -5.3% | -21.2% | -24.6% |
| 3Y | +39.0% | +16.5% | +22.5% | +30.3% |
| All | +42.0% | +49.8% | -7.8% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling