+38.8%
TMUS vs QS
-19.7%
+58.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.2% |
| 30D | +3.1% | -8.1% | +11.2% | +3.0% |
| 3M | +2.4% | -27.0% | +29.4% | +1.9% |
| 6M | -17.1% | -16.4% | -0.6% | -17.2% |
| YTD | -9.1% | -46.4% | +37.3% | -9.6% |
| 1Y | -23.6% | -41.1% | +17.5% | -23.9% |
| 3Y | +38.8% | -18.6% | +57.5% | +40.3% |
| All | +38.8% | -19.7% | +58.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling