+242.6%
QCOM vs TER
+998.2%
-755.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.7% | -0.1% |
| 7D | +4.3% | +14.4% | -10.1% | -2.6% |
| 30D | -0.1% | -30.6% | +30.5% | +16.9% |
| 3M | +5.2% | -39.2% | +44.4% | +28.3% |
| 6M | -18.4% | -31.3% | +12.9% | -9.4% |
| YTD | +2.4% | +29.1% | -26.7% | -23.0% |
| 1Y | +0.9% | +47.4% | -46.5% | -29.6% |
| 3Y | +48.4% | +191.2% | -142.8% | -35.3% |
| 5Y | +16.6% | +74.0% | -57.4% | -34.7% |
| All | +242.6% | +998.2% | -755.5% | -29.7% |
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