+39.3%
QCOM vs TMF
-25.2%
+64.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.6% | -10.1% | -9.5% |
| 7D | -15.5% | +2.7% | -18.2% | -15.6% |
| 30D | -13.4% | +19.3% | -32.7% | -14.5% |
| 3M | 0.0% | -3.7% | +3.7% | +0.1% |
| 6M | -15.2% | -11.3% | -3.9% | -14.9% |
| YTD | -6.9% | -16.6% | +9.7% | -6.5% |
| 1Y | -11.0% | -21.1% | +10.2% | -10.5% |
| All | +39.3% | -25.2% | +64.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling