+39.1%
TMUS vs QID
-74.8%
+113.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +3.1% | +3.7% | -0.6% | +3.5% |
| 6M | -16.5% | -29.9% | +13.4% | -17.4% |
| YTD | -9.2% | -28.8% | +19.6% | -10.1% |
| 1Y | -26.5% | -37.2% | +10.7% | -28.0% |
| All | +39.1% | -74.8% | +113.9% | +24.3% |
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