+230.9%
QCOM vs THC
+1,325.8%
-1,094.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.4% |
| 7D | +5.8% | +7.5% | -1.7% | +4.7% |
| 30D | -2.3% | +9.6% | -11.9% | -3.7% |
| 3M | +2.7% | +10.3% | -7.5% | +1.1% |
| 6M | -21.0% | +51.8% | -72.8% | -26.6% |
| YTD | +1.8% | +45.4% | -43.6% | -5.4% |
| 1Y | +2.4% | +40.8% | -38.4% | -4.5% |
| 3Y | +52.1% | +448.8% | -396.7% | +12.1% |
| 5Y | +14.6% | +263.4% | -248.7% | -12.3% |
| 10Y | +230.9% | +1,800.1% | -1,569.2% | +104.2% |
| All | +230.9% | +1,325.8% | -1,094.9% | +104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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