+1,012.7%
QCOM vs TCOM
+2,922.3%
-1,909.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.3% |
| 7D | +0.4% | +12.1% | -11.7% | -1.8% |
| 30D | -6.6% | +16.5% | -23.1% | -9.4% |
| 3M | +3.7% | -4.0% | +7.7% | +4.1% |
| 6M | -13.3% | -18.5% | +5.2% | -10.8% |
| YTD | -1.8% | -38.3% | +36.5% | +6.1% |
| 1Y | -2.5% | -36.6% | +34.1% | +4.8% |
| 3Y | +47.0% | +31.1% | +15.8% | +33.8% |
| 5Y | +13.1% | +47.6% | -34.5% | -4.0% |
| 10Y | +224.7% | +5.1% | +219.6% | +179.9% |
| All | +1,012.7% | +2,922.3% | -1,909.6% | +423.1% |
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