+23.0%
TMUS vs QLD
+154.4%
-131.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +1.9% |
| 7D | +8.2% | -1.2% | +9.3% | +8.1% |
| 30D | +13.4% | -15.7% | +29.1% | +13.0% |
| 3M | -3.0% | -10.0% | +7.0% | -3.3% |
| 6M | -8.8% | -11.2% | +2.4% | -9.0% |
| YTD | -13.8% | +16.4% | -30.2% | -14.8% |
| 1Y | -17.1% | +12.7% | -29.7% | -17.8% |
| All | +23.0% | +154.4% | -131.4% | +15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling