+230.9%
QCOM vs TAP
-49.5%
+280.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.9% |
| 7D | +5.8% | -7.8% | +13.6% | +7.7% |
| 30D | -2.3% | +7.1% | -9.4% | -4.3% |
| 3M | +2.7% | -7.0% | +9.8% | +4.0% |
| 6M | -21.0% | -3.8% | -17.2% | -21.2% |
| YTD | +1.8% | -11.7% | +13.5% | +3.4% |
| 1Y | +2.4% | -10.1% | +12.5% | +3.4% |
| 3Y | +52.1% | -23.7% | +75.8% | +57.8% |
| 5Y | +14.6% | +2.9% | +11.7% | +7.3% |
| 10Y | +230.9% | -49.5% | +280.4% | +257.4% |
| All | +230.9% | -49.5% | +280.4% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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