+3.2%
QCOM vs TMF
-25.6%
+28.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +2.4% |
| 7D | +5.5% | -1.1% | +6.6% | +5.8% |
| 30D | -1.1% | +11.8% | -12.9% | -5.6% |
| 3M | +7.6% | -4.0% | +11.6% | +8.6% |
| 6M | -20.1% | -16.5% | -3.5% | -16.3% |
| YTD | +3.0% | -19.9% | +22.9% | +9.0% |
| 1Y | +3.2% | -25.6% | +28.8% | +10.2% |
| All | +3.2% | -25.6% | +28.8% | +10.2% |
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