+268.7%
TMUS vs QLD
+6,620.0%
-6,351.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +7.5% | -9.4% | +16.9% | +11.0% |
| 30D | -3.3% | -17.1% | +13.7% | +2.5% |
| 3M | -9.7% | -10.4% | +0.8% | -7.3% |
| 6M | -17.2% | +0.7% | -18.0% | -20.3% |
| YTD | -20.3% | +17.7% | -38.1% | -28.7% |
| 1Y | -21.2% | +14.7% | -35.9% | -29.1% |
| 3Y | +13.5% | +169.6% | -156.1% | -32.9% |
| 5Y | +36.5% | +86.7% | -50.2% | -15.3% |
| 10Y | +239.2% | +1,600.8% | -1,361.5% | -38.1% |
| All | +268.7% | +6,620.0% | -6,351.3% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling