+237.8%
TMUS vs QID
-99.0%
+336.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | 0.0% |
| 7D | +4.9% | -7.1% | +12.0% | +3.3% |
| 30D | +7.7% | +12.6% | -4.9% | +10.9% |
| 3M | -6.8% | +14.2% | -21.0% | -3.8% |
| 6M | -9.7% | +6.2% | -15.9% | -8.0% |
| YTD | -15.0% | -21.8% | +6.8% | -19.5% |
| 1Y | -19.1% | -23.1% | +4.0% | -23.7% |
| 3Y | +21.4% | -71.3% | +92.7% | -9.6% |
| 5Y | +51.2% | -77.0% | +128.2% | +17.5% |
| All | +237.8% | -99.0% | +336.8% | +1.8% |
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