+272.2%
QCOM vs TGT
+207.2%
+65.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.6% |
| 7D | +4.9% | -5.0% | +10.0% | +6.6% |
| 30D | +9.3% | +3.0% | +6.3% | +8.0% |
| 3M | -7.0% | +22.6% | -29.6% | -13.4% |
| 6M | +32.0% | +31.2% | +0.8% | +19.4% |
| YTD | +5.0% | +63.7% | -58.7% | -12.0% |
| 1Y | +13.6% | +78.5% | -64.9% | -7.5% |
| 3Y | +77.6% | +40.5% | +37.1% | +49.8% |
| 5Y | +38.2% | -25.6% | +63.8% | +39.9% |
| All | +272.2% | +207.2% | +65.0% | +180.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling