-19.1%
TMUS vs QS
-74.4%
+55.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -1.0% |
| 7D | +4.9% | -14.0% | +18.9% | +3.9% |
| 30D | +7.7% | -6.4% | +14.1% | +7.5% |
| 3M | -6.8% | -40.3% | +33.5% | -10.1% |
| 6M | -9.7% | -57.5% | +47.8% | -15.3% |
| YTD | -15.0% | -64.7% | +49.7% | -20.5% |
| 1Y | -19.1% | -72.9% | +53.8% | -24.0% |
| All | -19.1% | -74.4% | +55.3% | -24.0% |
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