+2.0%
QCOM vs TAP
-10.2%
+12.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +3.5% |
| 7D | +5.8% | -7.8% | +13.6% | +4.5% |
| 30D | -2.3% | +7.1% | -9.4% | -1.2% |
| 3M | +2.7% | -7.0% | +9.8% | +2.2% |
| 6M | -21.0% | -3.8% | -17.2% | -19.9% |
| YTD | +1.8% | -11.7% | +13.5% | +1.9% |
| All | +2.0% | -10.2% | +12.2% | +1.4% |
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 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