+478.7%
QCOM vs TMF
-69.1%
+547.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.6% | -10.1% | -9.4% |
| 7D | -15.5% | +2.7% | -18.2% | -15.2% |
| 30D | -13.4% | +19.3% | -32.7% | -11.8% |
| 3M | 0.0% | -3.7% | +3.7% | -0.3% |
| 6M | -15.2% | -11.3% | -3.9% | -16.3% |
| YTD | -6.9% | -16.6% | +9.7% | -8.7% |
| 1Y | -11.0% | -21.1% | +10.2% | -13.2% |
| 3Y | +39.8% | -26.8% | +66.6% | +37.6% |
| 5Y | +7.2% | -88.0% | +95.2% | -17.1% |
| 10Y | +207.7% | -84.7% | +292.4% | +168.2% |
| All | +478.7% | -69.1% | +547.8% | +587.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling