+141.1%
QSR vs TMF
-81.8%
+222.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.6% |
| 7D | -3.9% | -8.2% | +4.3% | -4.0% |
| 30D | +5.9% | +5.3% | +0.6% | +6.0% |
| 3M | +1.7% | -8.5% | +10.2% | +1.6% |
| 6M | -1.9% | -17.2% | +15.3% | -2.1% |
| YTD | +13.6% | -23.4% | +37.0% | +13.3% |
| 1Y | +13.1% | -30.2% | +43.4% | +12.6% |
| 3Y | +21.8% | -32.9% | +54.8% | +21.7% |
| 5Y | +57.2% | -88.5% | +145.8% | +41.6% |
| All | +141.1% | -81.8% | +222.9% | +125.3% |
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 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