+1,017.8%
QCOM vs TKO
+1,366.4%
-348.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.5% |
| 7D | +3.3% | +0.7% | +2.6% | +3.2% |
| 30D | +7.7% | +1.6% | +6.1% | +7.2% |
| 3M | -30.1% | -7.8% | -22.3% | -29.2% |
| 6M | +22.8% | -13.3% | +36.1% | +25.6% |
| YTD | +0.2% | -10.3% | +10.5% | +1.4% |
| 1Y | +7.9% | -0.6% | +8.5% | +6.6% |
| 3Y | +55.8% | +88.5% | -32.7% | +32.4% |
| 5Y | +30.1% | +284.7% | -254.7% | -5.9% |
| 10Y | +248.9% | +905.7% | -656.8% | +100.6% |
| All | +1,017.8% | +1,366.4% | -348.5% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling