-21.2%
TMUS vs QID
-21.1%
-0.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.5% |
| 7D | +7.5% | +9.8% | -2.3% | +5.4% |
| 30D | -3.3% | +18.9% | -22.2% | -6.6% |
| 3M | -9.7% | +9.6% | -19.3% | -11.5% |
| 6M | -17.2% | -7.8% | -9.4% | -16.5% |
| YTD | -20.3% | -23.3% | +3.0% | -16.9% |
| 1Y | -21.2% | -22.0% | +0.8% | -17.9% |
| All | -21.2% | -21.1% | -0.1% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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