+134.0%
QSR vs TMF
-86.2%
+220.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.6% |
| 7D | -2.4% | -0.9% | -1.5% | -2.4% |
| 30D | +5.7% | -1.0% | +6.7% | +5.7% |
| 3M | +6.9% | -11.3% | +18.2% | +6.8% |
| 6M | +6.9% | -22.7% | +29.6% | +6.5% |
| YTD | +14.9% | -17.3% | +32.3% | +14.7% |
| 1Y | +29.1% | -22.5% | +51.6% | +28.7% |
| 3Y | +26.1% | -43.2% | +69.3% | +25.0% |
| 5Y | +42.3% | -88.3% | +130.6% | +28.7% |
| 10Y | +134.0% | -86.0% | +220.0% | +115.8% |
| All | +134.0% | -86.2% | +220.2% | +115.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling