+53.9%
TMUS vs QS
-60.6%
+114.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.8% | +7.2% | -0.6% |
| 7D | +6.5% | -5.6% | +12.1% | +6.6% |
| 30D | +11.3% | -5.8% | +17.1% | +11.3% |
| 3M | -2.9% | -39.2% | +36.3% | -2.4% |
| 6M | -10.5% | -53.9% | +43.4% | -9.9% |
| YTD | -14.4% | -62.8% | +48.4% | -13.7% |
| 1Y | -17.9% | -73.5% | +55.6% | -16.8% |
| 3Y | +21.9% | -29.1% | +50.9% | +19.0% |
| 5Y | +52.1% | -90.0% | +142.1% | +50.9% |
| All | +53.9% | -60.6% | +114.5% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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