+251.9%
QCOM vs T
+60.4%
+191.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +13.0% | +1.6% | +11.4% | +12.5% |
| 30D | +0.2% | -2.9% | +3.1% | +0.6% |
| 3M | +9.2% | -7.5% | +16.7% | +10.8% |
| 6M | -15.0% | -9.9% | -5.1% | -13.4% |
| YTD | +5.2% | -6.4% | +11.6% | +4.9% |
| 1Y | +2.4% | -9.4% | +11.8% | +3.1% |
| 3Y | +52.0% | +64.9% | -12.9% | +19.4% |
| 5Y | +19.7% | +57.0% | -37.2% | -6.8% |
| All | +251.9% | +60.4% | +191.6% | +183.4% |
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