+59.6%
TMUS vs QS
-47.0%
+106.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.6% | +4.2% | -2.3% |
| 7D | -5.3% | -4.2% | -1.1% | -5.3% |
| 30D | +0.1% | -15.7% | +15.8% | +0.3% |
| 3M | -0.6% | -28.7% | +28.1% | -0.3% |
| 6M | -17.5% | -23.2% | +5.7% | -17.5% |
| YTD | -11.3% | -49.9% | +38.7% | -10.7% |
| 1Y | -25.4% | -38.8% | +13.4% | -25.4% |
| 3Y | +35.5% | -24.0% | +59.5% | +32.6% |
| 5Y | +41.9% | -75.6% | +117.5% | +39.9% |
| All | +59.6% | -47.0% | +106.6% | +62.5% |
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