+42.0%
TMUS vs QID
-80.8%
+122.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | +0.1% | -0.6% | +0.7% | 0.0% |
| 30D | +5.3% | 0.0% | +5.3% | +5.3% |
| 3M | +3.1% | +3.7% | -0.6% | +4.0% |
| 6M | -16.5% | -29.9% | +13.4% | -20.0% |
| YTD | -9.2% | -28.8% | +19.6% | -12.8% |
| 1Y | -26.5% | -37.2% | +10.7% | -30.7% |
| 3Y | +39.0% | -73.7% | +112.7% | +15.2% |
| All | +42.0% | -80.8% | +122.7% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling