+52.2%
TMUS vs QS
-54.8%
+107.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +9.5% | +8.0% | +1.5% | +9.4% |
| 30D | +13.8% | -2.8% | +16.6% | +13.8% |
| 3M | -4.6% | -28.1% | +23.5% | -4.3% |
| 6M | -11.7% | -41.0% | +29.3% | -11.3% |
| YTD | -15.4% | -57.3% | +41.9% | -14.8% |
| 1Y | -16.1% | -72.7% | +56.5% | -15.0% |
| 3Y | +20.5% | -18.6% | +39.1% | +17.4% |
| 5Y | +48.7% | -87.0% | +135.7% | +47.3% |
| All | +52.2% | -54.8% | +107.0% | +55.1% |
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