+242.6%
QCOM vs TAP
-46.0%
+288.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.2% | -5.9% | -3.4% |
| 7D | +4.3% | +1.3% | +3.0% | +3.9% |
| 30D | -0.1% | +5.7% | -5.8% | -1.8% |
| 3M | +5.2% | -1.9% | +7.1% | +5.1% |
| 6M | -18.4% | +0.9% | -19.3% | -19.4% |
| YTD | +2.4% | -9.5% | +11.9% | +3.4% |
| 1Y | +0.9% | -9.0% | +9.9% | +1.6% |
| 3Y | +48.4% | -22.2% | +70.6% | +53.3% |
| 5Y | +16.6% | +1.2% | +15.4% | +9.8% |
| All | +242.6% | -46.0% | +288.6% | +249.5% |
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