+14.1%
QCOM vs TMF
-88.6%
+102.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.6% |
| 7D | +4.3% | -9.3% | +13.5% | +4.7% |
| 30D | -0.1% | +1.9% | -2.0% | -0.2% |
| 3M | +5.2% | -11.2% | +16.5% | +5.7% |
| 6M | -18.4% | -17.7% | -0.6% | -17.7% |
| YTD | +2.4% | -24.5% | +26.9% | +3.4% |
| 1Y | +0.9% | -29.4% | +30.3% | +2.1% |
| 3Y | +48.4% | -33.4% | +81.8% | +48.9% |
| All | +14.1% | -88.6% | +102.7% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling