+7.9%
QCOM vs TGT
+84.5%
-76.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +3.3% | +0.8% | +2.6% | +3.2% |
| 30D | +7.7% | +12.2% | -4.5% | +6.1% |
| 3M | -30.1% | +33.8% | -63.9% | -33.3% |
| 6M | +22.8% | +39.3% | -16.5% | +14.6% |
| YTD | +0.2% | +72.9% | -72.7% | -17.9% |
| 1Y | +7.9% | +84.6% | -76.7% | -16.4% |
| All | +7.9% | +84.5% | -76.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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