-25.0%
TMUS vs Q
+66.4%
-91.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.4% | +1.8% |
| 7D | +3.6% | +0.3% | +3.3% | +3.7% |
| 30D | -3.4% | -9.8% | +6.4% | -4.3% |
| 3M | -9.5% | -12.2% | +2.8% | -10.4% |
| 6M | -15.2% | -21.6% | +6.4% | -16.5% |
| YTD | -18.9% | +43.6% | -62.5% | -16.7% |
| 1Y | -17.7% | +25.7% | -43.4% | -15.8% |
| All | -25.0% | +66.4% | -91.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling