+46,613.4%
QCOM vs TAP
+824.9%
+45,788.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.1% | -7.4% | -9.1% |
| 7D | -15.5% | +7.7% | -23.2% | -16.7% |
| 30D | -13.4% | +14.4% | -27.8% | -15.8% |
| 3M | 0.0% | +2.0% | -2.0% | -0.7% |
| 6M | -15.2% | +2.5% | -17.7% | -16.3% |
| YTD | -6.9% | -6.4% | -0.5% | -6.8% |
| 1Y | -11.0% | -2.3% | -8.6% | -11.7% |
| 3Y | +39.8% | -20.3% | +60.1% | +42.7% |
| 5Y | +7.2% | +6.9% | +0.3% | +2.6% |
| 10Y | +207.7% | -46.3% | +254.0% | +222.2% |
| All | +46,613.4% | +824.9% | +45,788.6% | +32,290.8% |
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