+242.8%
QCOM vs TAP
-48.8%
+291.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +5.5% | -4.5% | +10.0% | +6.6% |
| 30D | -1.1% | +7.5% | -8.6% | -3.2% |
| 3M | +7.6% | -4.9% | +12.5% | +8.3% |
| 6M | -20.1% | -3.5% | -16.6% | -20.3% |
| YTD | +3.0% | -11.4% | +14.5% | +4.6% |
| 1Y | +3.2% | -10.8% | +14.0% | +4.5% |
| 3Y | +48.9% | -24.5% | +73.3% | +55.0% |
| 5Y | +21.1% | +2.5% | +18.6% | +13.5% |
| 10Y | +242.8% | -47.6% | +290.4% | +259.2% |
| All | +242.8% | -48.8% | +291.6% | +259.2% |
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