+54.3%
QCOM vs TFC
+94.1%
-39.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +3.3% | +2.4% | +0.9% | +2.0% |
| 30D | +7.7% | -1.3% | +9.0% | +8.3% |
| 3M | -30.1% | +6.1% | -36.1% | -32.6% |
| 6M | +22.8% | +7.3% | +15.5% | +17.3% |
| YTD | +0.2% | +8.2% | -8.0% | -5.1% |
| 1Y | +7.9% | +14.4% | -6.6% | -1.0% |
| All | +54.3% | +94.1% | -39.8% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling