+1,069.7%
QCOM vs TKO
+1,479.1%
-409.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +2.0% | +3.1% | -1.2% | +1.4% |
| 30D | +1.2% | +15.0% | -13.8% | -1.7% |
| 3M | +9.1% | +2.9% | +6.3% | +8.3% |
| 6M | -25.0% | +9.0% | -34.0% | -26.9% |
| YTD | +4.8% | -3.4% | +8.2% | +4.5% |
| 1Y | +3.6% | +12.8% | -9.2% | -0.2% |
| 3Y | +51.5% | +158.0% | -106.5% | +21.0% |
| 5Y | +19.7% | +285.4% | -265.7% | -13.4% |
| 10Y | +245.8% | +1,160.4% | -914.6% | +90.5% |
| All | +1,069.7% | +1,479.1% | -409.4% | +303.9% |
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