+63.4%
TMUS vs QS
-44.4%
+107.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.6% | -4.0% | -3.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.1% |
| 30D | +5.3% | -0.7% | +6.0% | +5.2% |
| 3M | +3.1% | -39.6% | +42.8% | +3.6% |
| 6M | -16.5% | -21.7% | +5.3% | -16.4% |
| YTD | -9.2% | -47.4% | +38.2% | -8.6% |
| 1Y | -26.5% | -28.4% | +1.9% | -26.7% |
| 3Y | +39.0% | -22.6% | +61.6% | +36.1% |
| 5Y | +40.4% | -75.6% | +116.0% | +38.4% |
| All | +63.4% | -44.4% | +107.7% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling