+41.0%
TMUS vs QID
-74.8%
+115.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.6% |
| 7D | +3.6% | +9.4% | -5.8% | +4.5% |
| 30D | -3.4% | +31.2% | -34.6% | -0.7% |
| 3M | -9.5% | +17.4% | -26.9% | -8.0% |
| 6M | -15.2% | +8.4% | -23.6% | -14.5% |
| YTD | -18.9% | -15.8% | -3.2% | -20.8% |
| 1Y | -17.7% | -16.3% | -1.4% | -19.6% |
| 3Y | +15.6% | -70.4% | +86.0% | -3.6% |
| All | +41.0% | -74.8% | +115.8% | +16.3% |
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