-21.4%
TMUS vs Q
+68.3%
-89.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -1.1% |
| 7D | +4.9% | +1.2% | +3.7% | +5.1% |
| 30D | +7.7% | -2.7% | +10.4% | +7.6% |
| 3M | -6.8% | -16.9% | +10.1% | -8.3% |
| 6M | -9.7% | -26.9% | +17.2% | -11.6% |
| YTD | -15.0% | +45.2% | -60.2% | -12.5% |
| 1Y | -19.1% | +38.1% | -57.3% | -17.1% |
| All | -21.4% | +68.3% | -89.7% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling