+47.0%
QCOM vs TGT
+56.1%
-9.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.5% |
| 7D | +0.4% | +2.6% | -2.2% | -0.2% |
| 30D | -6.6% | +5.0% | -11.6% | -7.8% |
| 3M | +3.7% | +8.5% | -4.8% | +1.2% |
| 6M | -13.3% | +23.8% | -37.1% | -18.9% |
| YTD | -1.8% | +66.5% | -68.3% | -16.8% |
| 1Y | -2.5% | +84.9% | -87.4% | -20.4% |
| 3Y | +47.0% | +59.2% | -12.2% | +27.0% |
| All | +47.0% | +56.1% | -9.1% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling