+320.5%
TMUS vs ADP
+1,031.4%
-710.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.2% |
| 7D | +0.1% | -3.4% | +3.5% | +2.2% |
| 30D | +5.3% | +2.8% | +2.5% | +3.5% |
| 3M | +3.1% | +20.9% | -17.8% | -8.3% |
| 6M | -16.5% | +29.9% | -46.3% | -29.4% |
| YTD | -9.2% | +9.6% | -18.8% | -15.5% |
| 1Y | -26.5% | -5.3% | -21.2% | -25.3% |
| 3Y | +39.0% | +16.5% | +22.5% | +22.4% |
| 5Y | +40.4% | +49.4% | -9.0% | +2.4% |
| 10Y | +303.7% | +282.2% | +21.5% | +36.1% |
| All | +320.5% | +1,031.4% | -710.9% | -36.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling