-75.3%
QS vs TMF
-87.5%
+12.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -2.3% | -1.4% | -0.9% | -2.1% |
| 30D | -0.7% | -2.8% | +2.1% | -0.4% |
| 3M | -39.6% | -10.9% | -28.7% | -38.7% |
| 6M | -21.7% | -21.3% | -0.4% | -19.5% |
| YTD | -47.4% | -15.9% | -31.5% | -46.3% |
| 1Y | -28.4% | -15.7% | -12.6% | -27.2% |
| 3Y | -22.6% | -43.4% | +20.8% | -19.7% |
| All | -75.3% | -87.5% | +12.2% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling