+1,035.1%
QCOM vs TCOM
+2,694.8%
-1,659.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +3.3% | -9.5% | +12.9% | +5.3% |
| 30D | +7.7% | -10.7% | +18.4% | +9.9% |
| 3M | -30.1% | -14.6% | -15.4% | -28.4% |
| 6M | +22.8% | -19.3% | +42.2% | +27.0% |
| YTD | +0.2% | -42.9% | +43.1% | +10.2% |
| 1Y | +7.9% | -43.8% | +51.6% | +18.9% |
| 3Y | +55.8% | +2.1% | +53.7% | +49.0% |
| 5Y | +30.1% | +31.2% | -1.1% | +13.0% |
| 10Y | +248.9% | -13.9% | +262.8% | +211.9% |
| All | +1,035.1% | +2,694.8% | -1,659.7% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling