+69.0%
QCOM vs TCOM
+13.4%
+55.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -9.5% | +12.9% | +5.0% |
| 30D | +7.7% | -10.7% | +18.4% | +9.7% |
| 3M | -30.1% | -14.6% | -15.4% | -28.5% |
| 6M | +22.8% | -19.3% | +42.2% | +27.1% |
| YTD | +0.2% | -42.9% | +43.1% | +10.8% |
| 1Y | +7.9% | -43.8% | +51.6% | +19.6% |
| All | +69.0% | +13.4% | +55.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling