+30.9%
QCOM vs TER
+197.9%
-167.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -2.4% |
| 7D | +3.3% | +0.6% | +2.7% | +2.9% |
| 30D | +7.7% | -8.3% | +16.0% | +10.9% |
| 3M | -30.1% | -12.2% | -17.8% | -28.6% |
| 6M | +22.8% | +17.1% | +5.8% | +4.9% |
| YTD | +0.2% | +84.7% | -84.5% | -34.6% |
| 1Y | +7.9% | +199.9% | -192.1% | -48.1% |
| 3Y | +55.8% | +232.8% | -176.9% | -35.4% |
| All | +30.9% | +197.9% | -167.0% | -43.6% |
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