+38.9%
QCOM vs TKO
+306.8%
-267.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | +9.4% | +0.9% | +8.5% | +9.0% |
| 3M | -13.7% | -6.2% | -7.5% | -12.8% |
| 6M | +28.9% | -5.6% | +34.5% | +29.5% |
| YTD | +4.7% | -7.8% | +12.6% | +5.5% |
| 1Y | +13.5% | -1.2% | +14.7% | +11.7% |
| 3Y | +77.1% | +106.5% | -29.4% | +39.3% |
| 5Y | +38.9% | +310.4% | -271.5% | -28.4% |
| All | +38.9% | +306.8% | -267.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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