+37.1%
QCOM vs TGT
-22.7%
+59.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.2% | +3.5% |
| 7D | +5.1% | -0.6% | +5.7% | +5.3% |
| 30D | +4.3% | +9.5% | -5.2% | +1.0% |
| 3M | -19.6% | +32.3% | -51.9% | -27.2% |
| 6M | +29.5% | +37.0% | -7.5% | +15.0% |
| YTD | +3.4% | +71.0% | -67.7% | -15.6% |
| 1Y | +10.9% | +85.0% | -74.1% | -12.0% |
| 3Y | +74.8% | +46.8% | +28.0% | +42.4% |
| All | +37.1% | -22.7% | +59.8% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling