+239.9%
TMUS vs QLD
+1,508.4%
-1,268.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | +6.5% | +12.5% | -6.0% | +3.7% |
| 30D | +11.3% | -15.7% | +27.0% | +14.8% |
| 3M | -2.9% | -11.9% | +9.0% | -1.1% |
| 6M | -10.5% | -10.3% | -0.3% | -10.4% |
| YTD | -14.4% | +15.6% | -30.0% | -20.3% |
| 1Y | -17.9% | +12.1% | -30.0% | -23.1% |
| 3Y | +21.9% | +150.7% | -128.8% | -13.9% |
| 5Y | +52.1% | +86.6% | -34.5% | +10.7% |
| All | +239.9% | +1,508.4% | -1,268.5% | -2.8% |
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