+3.2%
QCOM vs TAP
-9.9%
+13.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.3% |
| 7D | +5.5% | -4.5% | +10.0% | +4.8% |
| 30D | -1.1% | +7.5% | -8.6% | 0.0% |
| 3M | +7.6% | -4.9% | +12.5% | +7.4% |
| 6M | -20.1% | -3.5% | -16.6% | -18.9% |
| YTD | +3.0% | -11.4% | +14.5% | +3.2% |
| 1Y | +3.2% | -10.8% | +14.0% | +2.7% |
| All | +3.2% | -9.9% | +13.2% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling