+38.9%
QCOM vs TMO
+7.0%
+31.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | +4.4% | -0.5% | +4.8% | +4.5% |
| 30D | +9.4% | +1.0% | +8.4% | +8.7% |
| 3M | -13.7% | +22.7% | -36.4% | -22.5% |
| 6M | +28.9% | +19.0% | +9.9% | +16.5% |
| YTD | +4.7% | +4.7% | 0.0% | +1.3% |
| 1Y | +13.5% | +26.0% | -12.5% | -1.4% |
| 3Y | +77.1% | +18.0% | +59.1% | +54.3% |
| 5Y | +38.9% | +8.0% | +30.9% | +27.1% |
| All | +38.9% | +7.0% | +31.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling