+7.9%
QCOM vs TMF
-15.2%
+23.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +3.3% | -1.4% | +4.8% | +3.6% |
| 30D | +7.7% | -2.8% | +10.5% | +8.3% |
| 3M | -30.1% | -10.9% | -19.2% | -28.8% |
| 6M | +22.8% | -21.3% | +44.2% | +22.7% |
| YTD | +0.2% | -15.9% | +16.1% | +1.9% |
| 1Y | +7.9% | -15.7% | +23.6% | +11.4% |
| All | +7.9% | -15.2% | +23.1% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling