+21.1%
QCOM vs TER
+74.7%
-53.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | -8.9% | +14.4% | +9.3% |
| 30D | -1.1% | -39.1% | +37.9% | +21.9% |
| 3M | +7.6% | -32.8% | +40.3% | +24.1% |
| 6M | -20.1% | -31.7% | +11.7% | -11.1% |
| YTD | +3.0% | +26.9% | -23.9% | -22.6% |
| 1Y | +3.2% | +33.6% | -30.3% | -25.0% |
| 3Y | +48.9% | +181.5% | -132.6% | -38.9% |
| 5Y | +21.1% | +76.1% | -55.1% | -39.4% |
| All | +21.1% | +74.7% | -53.6% | -39.4% |
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 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