+235.4%
TMUS vs QLD
+1,338.5%
-1,103.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.7% | +13.6% | +3.7% |
| 7D | +9.0% | -18.6% | +27.6% | +13.6% |
| 30D | -3.2% | -28.3% | +25.1% | +3.5% |
| 3M | -6.9% | -20.4% | +13.5% | -3.0% |
| 6M | -16.4% | -14.3% | -2.1% | -15.6% |
| YTD | -19.6% | +2.8% | -22.4% | -23.2% |
| 1Y | -19.9% | -1.2% | -18.7% | -22.8% |
| 3Y | +14.5% | +135.3% | -120.8% | -18.4% |
| 5Y | +37.7% | +62.6% | -24.9% | +3.6% |
| All | +235.4% | +1,338.5% | -1,103.0% | -0.9% |
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