+320.5%
TMUS vs QLD
+7,256.6%
-6,936.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +5.3% | -0.1% | +5.4% | +5.1% |
| 3M | +3.1% | -8.4% | +11.5% | +4.5% |
| 6M | -16.5% | +32.2% | -48.7% | -27.0% |
| YTD | -9.2% | +28.9% | -38.1% | -20.3% |
| 1Y | -26.5% | +43.8% | -70.3% | -38.8% |
| 3Y | +39.0% | +176.6% | -137.6% | -17.7% |
| 5Y | +40.4% | +121.6% | -81.2% | -18.0% |
| 10Y | +303.7% | +1,652.9% | -1,349.2% | -25.7% |
| All | +320.5% | +7,256.6% | -6,936.2% | -65.5% |
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