-17.1%
TMUS vs Q
+28.9%
-46.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +2.1% |
| 7D | +8.2% | +6.6% | +1.6% | +9.1% |
| 30D | +13.4% | +2.7% | +10.6% | +14.1% |
| 3M | -3.0% | -8.4% | +5.3% | -3.5% |
| 6M | -8.8% | -17.3% | +8.5% | -9.6% |
| YTD | -13.8% | +55.3% | -69.1% | -9.5% |
| 1Y | -17.1% | +31.5% | -48.5% | -13.5% |
| All | -17.1% | +28.9% | -46.0% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling