+50,186.6%
QCOM vs TAP
+787.0%
+49,399.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | -2.3% | +5.6% | +3.7% |
| 30D | +7.7% | -2.1% | +9.8% | +8.1% |
| 3M | -30.1% | +6.6% | -36.7% | -31.2% |
| 6M | +22.8% | -11.5% | +34.3% | +25.0% |
| YTD | +0.2% | -10.3% | +10.5% | +1.4% |
| 1Y | +7.9% | -14.4% | +22.2% | +10.0% |
| 3Y | +55.8% | -28.3% | +84.1% | +62.6% |
| 5Y | +30.1% | +1.7% | +28.4% | +25.9% |
| 10Y | +248.9% | -49.2% | +298.1% | +270.0% |
| All | +50,186.6% | +787.0% | +49,399.7% | +35,142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling