+19.7%
QCOM vs TFC
-0.6%
+20.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.7% |
| 7D | +13.0% | +0.1% | +12.9% | +12.9% |
| 30D | +0.2% | +8.6% | -8.5% | -3.8% |
| 3M | +9.2% | -4.3% | +13.6% | +11.5% |
| 6M | -15.0% | +5.4% | -20.4% | -17.8% |
| YTD | +5.2% | +4.5% | +0.7% | +1.7% |
| 1Y | +2.4% | +14.0% | -11.6% | -5.4% |
| 3Y | +52.0% | +93.4% | -41.4% | +7.2% |
| 5Y | +19.7% | +0.5% | +19.3% | +25.5% |
| All | +19.7% | -0.6% | +20.3% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling