+242.8%
QCOM vs TGT
+215.7%
+27.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | +5.5% | +5.5% | 0.0% | +3.9% |
| 30D | -1.1% | +6.0% | -7.2% | -3.0% |
| 3M | +7.6% | +8.0% | -0.4% | +4.6% |
| 6M | -20.1% | +32.3% | -52.4% | -27.9% |
| YTD | +3.0% | +71.3% | -68.2% | -15.1% |
| 1Y | +3.2% | +86.8% | -83.6% | -17.5% |
| 3Y | +48.9% | +67.9% | -19.0% | +18.3% |
| 5Y | +21.1% | -25.1% | +46.1% | +22.2% |
| 10Y | +242.8% | +211.8% | +31.0% | +156.0% |
| All | +242.8% | +215.7% | +27.1% | +156.0% |
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