+237.8%
TMUS vs QLD
+1,468.8%
-1,231.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.1% |
| 7D | +4.9% | +7.0% | -2.1% | +3.3% |
| 30D | +7.7% | -14.3% | +22.0% | +10.8% |
| 3M | -6.8% | -16.0% | +9.2% | -4.1% |
| 6M | -9.7% | -14.2% | +4.6% | -8.5% |
| YTD | -15.0% | +12.8% | -27.7% | -20.4% |
| 1Y | -19.1% | +14.1% | -33.2% | -24.6% |
| 3Y | +21.4% | +146.0% | -124.5% | -13.9% |
| 5Y | +51.2% | +82.0% | -30.9% | +10.6% |
| All | +237.8% | +1,468.8% | -1,231.0% | -2.9% |
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