+263.7%
QCOM vs T
+65.0%
+198.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +4.3% | +7.6% | -3.3% | +2.2% |
| 3M | -19.6% | +15.3% | -34.9% | -23.0% |
| 6M | +29.5% | -8.5% | +37.9% | +32.0% |
| YTD | +3.4% | +6.8% | -3.4% | +0.1% |
| 1Y | +10.9% | -7.2% | +18.1% | +12.1% |
| 3Y | +74.8% | +108.2% | -33.5% | +27.3% |
| 5Y | +36.2% | +66.1% | -29.9% | +6.6% |
| 10Y | +263.7% | +65.3% | +198.4% | +185.6% |
| All | +263.7% | +65.0% | +198.8% | +185.6% |
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