+216.5%
QCOM vs TER
+897.7%
-681.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +3.0% | +4.3% |
| 7D | +0.4% | -20.5% | +20.8% | +11.2% |
| 30D | -6.6% | -47.0% | +40.4% | +24.5% |
| 3M | +3.7% | -43.3% | +47.0% | +30.9% |
| 6M | -13.3% | -42.9% | +29.6% | +5.4% |
| YTD | -1.8% | +12.9% | -14.7% | -21.0% |
| 1Y | -2.5% | +18.2% | -20.7% | -23.9% |
| 3Y | +47.0% | +151.8% | -104.8% | -31.0% |
| 5Y | +13.1% | +54.2% | -41.1% | -32.7% |
| All | +216.5% | +897.7% | -681.3% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 10y: compounded portfolio wealth divided by compounded TER 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…
10y analysis · Full analysis span regression · 6 months rolling