-33.5%
QS vs TMF
-32.2%
-1.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -4.8% |
| 7D | -14.0% | -9.3% | -4.8% | -11.8% |
| 30D | -6.4% | +1.9% | -8.3% | -6.6% |
| 3M | -40.3% | -11.2% | -29.0% | -38.5% |
| 6M | -57.5% | -17.7% | -39.8% | -55.5% |
| YTD | -64.7% | -24.5% | -40.2% | -62.5% |
| 1Y | -72.9% | -29.4% | -43.4% | -70.9% |
| 3Y | -33.5% | -33.4% | 0.0% | -33.3% |
| All | -33.5% | -32.2% | -1.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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