+3.6%
QCOM vs TFC
+15.8%
-12.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.0% | -1.2% | +3.2% | +2.5% |
| 30D | +1.2% | +7.8% | -6.5% | -1.2% |
| 3M | +9.1% | -3.0% | +12.1% | +9.9% |
| 6M | -25.0% | +5.8% | -30.8% | -27.3% |
| YTD | +4.8% | +5.3% | -0.4% | -2.3% |
| 1Y | +3.6% | +15.7% | -12.1% | -13.7% |
| All | +3.6% | +15.8% | -12.2% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling