+522.9%
QCOM vs TMF
-68.9%
+591.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +3.3% | -1.4% | +4.8% | +3.2% |
| 30D | +7.7% | -2.8% | +10.5% | +7.4% |
| 3M | -30.1% | -10.9% | -19.2% | -30.9% |
| 6M | +22.8% | -21.3% | +44.2% | +19.6% |
| YTD | +0.2% | -15.9% | +16.1% | -1.6% |
| 1Y | +7.9% | -15.7% | +23.6% | +6.1% |
| 3Y | +55.8% | -43.4% | +99.2% | +48.8% |
| 5Y | +30.1% | -87.8% | +117.8% | +1.0% |
| 10Y | +248.9% | -86.7% | +335.6% | +196.9% |
| All | +522.9% | -68.9% | +591.8% | +640.1% |
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