+230.9%
QCOM vs T
+56.1%
+174.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.5% |
| 7D | +5.8% | +1.7% | +4.1% | +5.4% |
| 30D | -2.3% | -1.7% | -0.6% | -2.2% |
| 3M | +2.7% | -7.3% | +10.0% | +4.1% |
| 6M | -21.0% | -11.2% | -9.8% | -19.3% |
| YTD | +1.8% | -8.1% | +9.9% | +2.0% |
| 1Y | +2.4% | -8.0% | +10.4% | +2.5% |
| 3Y | +52.1% | +62.1% | -10.0% | +19.9% |
| 5Y | +14.6% | +55.7% | -41.1% | -10.8% |
| 10Y | +230.9% | +54.1% | +176.8% | +158.7% |
| All | +230.9% | +56.1% | +174.8% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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