+242.8%
QCOM vs T
+55.0%
+187.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | +5.5% | +2.6% | +3.0% | +4.9% |
| 30D | -1.1% | -1.1% | 0.0% | -1.2% |
| 3M | +7.6% | -7.7% | +15.3% | +9.2% |
| 6M | -20.1% | -10.6% | -9.4% | -18.5% |
| YTD | +3.0% | -7.5% | +10.5% | +3.1% |
| 1Y | +3.2% | -7.4% | +10.7% | +3.2% |
| 3Y | +48.9% | +63.1% | -14.2% | +17.2% |
| 5Y | +21.1% | +55.2% | -34.1% | -5.5% |
| 10Y | +242.8% | +58.8% | +184.0% | +172.7% |
| All | +242.8% | +55.0% | +187.8% | +172.7% |
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