+47.0%
QCOM vs T
+58.8%
-11.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.4% |
| 7D | +0.4% | +1.0% | -0.7% | +0.5% |
| 30D | -6.6% | -10.6% | +4.0% | -7.9% |
| 3M | +3.7% | -7.7% | +11.4% | +2.9% |
| 6M | -13.3% | -13.3% | 0.0% | -14.3% |
| YTD | -1.8% | -8.8% | +7.0% | -2.5% |
| 1Y | -2.5% | -8.4% | +5.9% | -3.1% |
| 3Y | +47.0% | +59.6% | -12.7% | +71.5% |
| All | +47.0% | +58.8% | -11.9% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling