+644.6%
TMUS vs QSR
+218.5%
+426.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.1% | -3.3% | -3.4% |
| 7D | +0.1% | +2.4% | -2.4% | -0.6% |
| 30D | +5.3% | +7.6% | -2.4% | +3.1% |
| 3M | +3.1% | +12.6% | -9.5% | -0.3% |
| 6M | -16.5% | +14.4% | -30.8% | -19.8% |
| YTD | -9.2% | +19.6% | -28.8% | -14.1% |
| 1Y | -26.5% | +33.9% | -60.4% | -32.8% |
| 3Y | +39.0% | +27.1% | +11.9% | +27.2% |
| 5Y | +40.4% | +48.5% | -8.2% | +21.4% |
| 10Y | +303.7% | +126.2% | +177.5% | +198.0% |
| All | +644.6% | +218.5% | +426.1% | +394.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling