+15.6%
TMUS vs QID
-70.5%
+86.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.9% |
| 7D | +3.6% | +9.4% | -5.8% | +3.3% |
| 30D | -3.4% | +31.2% | -34.6% | -3.8% |
| 3M | -9.5% | +17.4% | -26.9% | -9.9% |
| 6M | -15.2% | +8.4% | -23.6% | -15.6% |
| YTD | -18.9% | -15.8% | -3.2% | -19.9% |
| 1Y | -17.7% | -16.3% | -1.4% | -18.7% |
| 3Y | +15.6% | -70.4% | +86.0% | +8.9% |
| All | +15.6% | -70.5% | +86.2% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling