+571.7%
QQQ vs TMUS
+304.7%
+267.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.5% |
| 7D | +1.0% | -5.3% | +6.3% | +2.8% |
| 30D | -0.6% | +0.1% | -0.7% | -0.8% |
| 3M | +1.3% | -0.6% | +1.9% | +0.4% |
| 6M | +18.1% | -17.5% | +35.7% | +24.8% |
| YTD | +16.9% | -11.3% | +28.1% | +19.4% |
| 1Y | +24.0% | -25.4% | +49.4% | +35.3% |
| 3Y | +95.6% | +35.5% | +60.1% | +59.7% |
| 5Y | +94.5% | +41.9% | +52.6% | +53.5% |
| 10Y | +571.7% | +317.8% | +253.9% | +254.4% |
| All | +571.7% | +304.7% | +267.0% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 10y: compounded portfolio wealth divided by compounded TMUS 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…
10y analysis · Full analysis span regression · 6 months rolling