+304.4%
TMUS vs QLD
+1,646.9%
-1,342.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.5% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +5.3% | -0.1% | +5.4% | +5.2% |
| 3M | +3.1% | -8.4% | +11.5% | +4.2% |
| 6M | -16.5% | +32.2% | -48.7% | -23.6% |
| YTD | -9.2% | +28.9% | -38.1% | -16.7% |
| 1Y | -26.5% | +43.8% | -70.3% | -35.0% |
| 3Y | +39.0% | +176.6% | -137.6% | -3.7% |
| 5Y | +40.4% | +121.6% | -81.2% | -2.4% |
| All | +304.4% | +1,646.9% | -1,342.5% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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