+51,614.1%
QCOM vs TFC
+2,127.2%
+49,486.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +5.5% | +1.7% | +3.8% | +4.9% |
| 30D | -1.1% | +9.0% | -10.1% | -4.4% |
| 3M | +7.6% | -2.1% | +9.7% | +8.4% |
| 6M | -20.1% | +3.4% | -23.4% | -21.5% |
| YTD | +3.0% | +5.3% | -2.3% | +0.2% |
| 1Y | +3.2% | +16.2% | -12.9% | -3.4% |
| 3Y | +48.9% | +94.8% | -45.9% | +12.8% |
| 5Y | +21.1% | -0.7% | +21.7% | +16.4% |
| 10Y | +242.8% | +80.9% | +161.9% | +140.3% |
| All | +51,614.1% | +2,127.2% | +49,486.9% | +12,695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling