+237.8%
TMUS vs QSR
+137.6%
+100.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +4.9% | -2.9% | +7.8% | +5.8% |
| 30D | +7.7% | +4.1% | +3.6% | +6.5% |
| 3M | -6.8% | -0.7% | -6.1% | -6.7% |
| 6M | -9.7% | +0.4% | -10.1% | -10.0% |
| YTD | -15.0% | +13.5% | -28.5% | -18.5% |
| 1Y | -19.1% | +11.0% | -30.1% | -22.0% |
| 3Y | +21.4% | +22.0% | -0.6% | +12.1% |
| 5Y | +51.2% | +57.1% | -5.9% | +27.9% |
| All | +237.8% | +137.6% | +100.1% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling