+238.4%
TMUS vs QLD
+1,375.1%
-1,136.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.7% | +0.3% |
| 7D | +3.6% | -10.3% | +13.8% | +5.8% |
| 30D | -3.4% | -26.1% | +22.7% | +2.7% |
| 3M | -9.5% | -17.8% | +8.3% | -6.4% |
| 6M | -15.2% | -15.6% | +0.4% | -14.0% |
| YTD | -18.9% | +5.4% | -24.3% | -22.9% |
| 1Y | -17.7% | +5.2% | -22.9% | -21.9% |
| 3Y | +15.6% | +139.4% | -123.8% | -17.8% |
| 5Y | +38.9% | +66.7% | -27.8% | +3.9% |
| All | +238.4% | +1,375.1% | -1,136.7% | -0.6% |
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