+46,613.4%
QCOM vs TER
+6,452.7%
+40,160.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -15.2% | +5.7% | -3.8% |
| 7D | -15.5% | -28.2% | +12.7% | -4.5% |
| 30D | -13.4% | -50.6% | +37.2% | +11.8% |
| 3M | 0.0% | -45.3% | +45.4% | +22.4% |
| 6M | -15.2% | -40.4% | +25.2% | -1.7% |
| YTD | -6.9% | +10.0% | -17.0% | -17.9% |
| 1Y | -11.0% | +13.6% | -24.6% | -22.7% |
| 3Y | +39.8% | +145.2% | -105.5% | -13.5% |
| 5Y | +7.2% | +50.4% | -43.2% | -20.7% |
| 10Y | +207.7% | +882.9% | -675.2% | +12.4% |
| All | +46,613.4% | +6,452.7% | +40,160.8% | +7,185.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling