+251.9%
QCOM vs THC
+1,818.8%
-1,566.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +13.0% | +0.1% | +12.9% | +13.0% |
| 30D | +0.2% | +7.5% | -7.3% | -1.0% |
| 3M | +9.2% | +7.5% | +1.7% | +7.9% |
| 6M | -15.0% | +46.4% | -61.4% | -20.6% |
| YTD | +5.2% | +44.4% | -39.2% | -2.2% |
| 1Y | +2.4% | +43.4% | -41.1% | -4.9% |
| 3Y | +52.0% | +433.3% | -381.3% | +12.2% |
| 5Y | +19.7% | +262.5% | -242.8% | -8.6% |
| All | +251.9% | +1,818.8% | -1,566.9% | +114.9% |
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