+305.7%
TMUS vs QSR
+133.7%
+171.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -5.8% | -4.7% | -1.1% | -4.5% |
| 30D | -0.2% | +4.3% | -4.5% | -1.4% |
| 3M | -4.0% | +5.4% | -9.4% | -5.5% |
| 6M | -18.1% | +8.2% | -26.3% | -20.1% |
| YTD | -11.3% | +14.1% | -25.5% | -15.0% |
| 1Y | -24.7% | +28.1% | -52.8% | -30.4% |
| 3Y | +35.4% | +25.3% | +10.1% | +24.2% |
| 5Y | +42.4% | +40.4% | +2.0% | +24.9% |
| All | +305.7% | +133.7% | +171.9% | +221.4% |
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