+216.5%
QCOM vs TMF
-84.4%
+300.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | -6.6% | +19.7% | -26.3% | -5.8% |
| 3M | +3.7% | -2.1% | +5.8% | +3.6% |
| 6M | -13.3% | -13.4% | +0.1% | -14.0% |
| YTD | -1.8% | -16.7% | +15.0% | -2.8% |
| 1Y | -2.5% | -23.3% | +20.8% | -4.0% |
| 3Y | +47.0% | -24.8% | +71.8% | +46.2% |
| 5Y | +13.1% | -88.0% | +101.2% | -9.6% |
| All | +216.5% | -84.4% | +300.9% | +197.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling