-16.1%
TMUS vs QS
-74.1%
+58.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | 0.0% |
| 7D | +9.5% | +8.0% | +1.5% | +10.1% |
| 30D | +13.8% | -2.8% | +16.6% | +13.5% |
| 3M | -4.6% | -28.1% | +23.5% | -6.9% |
| 6M | -11.7% | -41.0% | +29.3% | -14.7% |
| YTD | -15.4% | -57.3% | +41.9% | -20.1% |
| 1Y | -16.1% | -72.7% | +56.5% | -22.0% |
| All | -16.1% | -74.1% | +58.0% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling