+204.1%
QSR vs TMF
-81.5%
+285.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.4% | -1.4% | +3.9% | +2.4% |
| 30D | +7.6% | -2.8% | +10.5% | +7.5% |
| 3M | +12.6% | -10.9% | +23.5% | +12.2% |
| 6M | +14.4% | -21.3% | +35.7% | +13.4% |
| YTD | +19.6% | -15.9% | +35.5% | +18.9% |
| 1Y | +33.9% | -15.7% | +49.6% | +33.2% |
| 3Y | +27.1% | -43.4% | +70.5% | +24.7% |
| 5Y | +48.5% | -87.8% | +136.3% | +28.9% |
| 10Y | +126.2% | -86.7% | +212.9% | +102.7% |
| All | +204.1% | -81.5% | +285.6% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling