+317.8%
TMUS vs QID
-99.1%
+416.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.3% |
| 7D | -5.3% | -1.9% | -3.4% | -5.7% |
| 30D | +0.1% | +1.7% | -1.6% | +0.5% |
| 3M | -0.6% | -3.9% | +3.3% | -1.3% |
| 6M | -17.5% | -30.0% | +12.4% | -24.2% |
| YTD | -11.3% | -28.2% | +17.0% | -17.8% |
| 1Y | -25.4% | -35.6% | +10.3% | -32.8% |
| 3Y | +35.5% | -74.3% | +109.8% | -1.8% |
| 5Y | +41.9% | -80.8% | +122.7% | +4.4% |
| 10Y | +317.8% | -99.2% | +417.0% | +9.7% |
| All | +317.8% | -99.1% | +416.9% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling