+1,645.4%
QQQ vs TMUS
+327.5%
+1,317.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.5% | +9.5% | -11.0% | -3.5% |
| 30D | -10.2% | +13.8% | -24.0% | -13.0% |
| 3M | -6.3% | -4.6% | -1.7% | -6.1% |
| 6M | -4.9% | -11.7% | +6.8% | -3.6% |
| YTD | +10.2% | -15.4% | +25.6% | +12.2% |
| 1Y | +8.8% | -16.1% | +24.9% | +10.9% |
| 3Y | +81.4% | +20.5% | +60.9% | +67.6% |
| 5Y | +78.5% | +48.7% | +29.7% | +56.3% |
| 10Y | +523.8% | +240.8% | +283.0% | +355.9% |
| All | +1,645.4% | +327.5% | +1,317.9% | +936.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling