+36.2%
TMUS vs QSR
+27.9%
+8.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.5% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | +3.1% | +5.9% | -2.8% | +2.2% |
| 3M | +2.4% | +10.5% | -8.1% | +0.8% |
| 6M | -17.1% | +7.7% | -24.8% | -18.1% |
| YTD | -9.1% | +16.8% | -25.9% | -11.5% |
| 1Y | -23.6% | +30.9% | -54.5% | -27.4% |
| All | +36.2% | +27.9% | +8.3% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling