+216.5%
QCOM vs THC
+1,421.6%
-1,205.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.7% |
| 7D | +0.4% | +3.7% | -3.3% | -0.1% |
| 30D | -6.6% | +9.0% | -15.7% | -7.8% |
| 3M | +3.7% | +10.4% | -6.7% | +2.1% |
| 6M | -13.3% | +45.7% | -59.0% | -18.9% |
| YTD | -1.8% | +42.6% | -44.4% | -8.3% |
| 1Y | -2.5% | +38.8% | -41.3% | -8.8% |
| 3Y | +47.0% | +418.8% | -371.9% | +9.8% |
| 5Y | +13.1% | +275.7% | -262.6% | -13.4% |
| All | +216.5% | +1,421.6% | -1,205.2% | +98.1% |
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