-88.6%
QS vs TMF
-88.0%
-0.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +5.4% | +1.2% | +4.2% | +5.2% |
| 30D | -5.3% | +19.7% | -25.0% | -8.0% |
| 3M | -22.6% | -2.1% | -20.5% | -22.4% |
| 6M | -46.2% | -13.4% | -32.7% | -45.0% |
| YTD | -58.9% | -16.7% | -42.2% | -57.9% |
| 1Y | -73.1% | -23.3% | -49.7% | -72.1% |
| 3Y | -27.2% | -24.8% | -2.4% | -25.4% |
| All | -88.6% | -88.0% | -0.6% | -90.0% |
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