+7.2%
QCOM vs TER
+49.3%
-42.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.2% | +5.7% | -2.7% |
| 7D | -15.5% | -28.2% | +12.7% | -2.2% |
| 30D | -13.4% | -50.6% | +37.2% | +17.6% |
| 3M | 0.0% | -45.3% | +45.4% | +27.1% |
| 6M | -15.2% | -40.4% | +25.2% | 0.0% |
| YTD | -6.9% | +10.0% | -17.0% | -25.3% |
| 1Y | -11.0% | +13.6% | -24.6% | -30.2% |
| 3Y | +39.8% | +145.2% | -105.5% | -39.0% |
| 5Y | +7.2% | +50.4% | -43.2% | -42.5% |
| All | +7.2% | +49.3% | -42.1% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling