+282.9%
QCOM vs TMO
+338.2%
-55.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.3% |
| 7D | +7.8% | -0.6% | +8.5% | +8.2% |
| 30D | +12.2% | +1.1% | +11.1% | +11.4% |
| 3M | -9.9% | +28.3% | -38.2% | -21.5% |
| 6M | +36.9% | +23.3% | +13.7% | +20.5% |
| YTD | +8.0% | +5.5% | +2.6% | +3.3% |
| 1Y | +15.0% | +24.5% | -9.5% | -0.1% |
| 3Y | +75.8% | +19.6% | +56.3% | +52.1% |
| 5Y | +42.2% | +8.1% | +34.1% | +28.1% |
| All | +282.9% | +338.2% | -55.3% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling