+43.0%
TMUS vs QS
-74.6%
+117.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | +3.1% | -8.1% | +11.2% | +3.2% |
| 3M | +2.4% | -27.0% | +29.4% | +2.8% |
| 6M | -17.1% | -16.4% | -0.6% | -17.1% |
| YTD | -9.1% | -46.4% | +37.3% | -8.3% |
| 1Y | -23.6% | -41.1% | +17.5% | -23.6% |
| 3Y | +38.8% | -18.6% | +57.5% | +32.8% |
| 5Y | +43.0% | -73.0% | +116.0% | +38.4% |
| All | +43.0% | -74.6% | +117.5% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling