+216.5%
QCOM vs TAP
-49.3%
+265.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +6.5% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | -6.6% | +9.1% | -15.8% | -8.9% |
| 3M | +3.7% | -3.8% | +7.5% | +4.1% |
| 6M | -13.3% | -3.4% | -9.9% | -13.5% |
| YTD | -1.8% | -10.6% | +8.9% | -0.5% |
| 1Y | -2.5% | -4.4% | +1.9% | -3.2% |
| 3Y | +47.0% | -24.4% | +71.3% | +53.1% |
| 5Y | +13.1% | +2.1% | +11.0% | +6.2% |
| All | +216.5% | -49.3% | +265.8% | +243.9% |
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