+50,186.6%
QCOM vs TMO
+5,576.5%
+44,610.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +3.3% | -1.4% | +4.7% | +3.9% |
| 30D | +7.7% | +6.2% | +1.5% | +4.8% |
| 3M | -30.1% | +27.5% | -57.5% | -38.0% |
| 6M | +22.8% | +20.0% | +2.9% | +11.1% |
| YTD | +0.2% | +6.1% | -5.9% | -4.3% |
| 1Y | +7.9% | +25.8% | -18.0% | -5.1% |
| 3Y | +55.8% | +11.2% | +44.6% | +42.6% |
| 5Y | +30.1% | +9.6% | +20.5% | +19.1% |
| 10Y | +248.9% | +317.8% | -68.9% | +74.3% |
| All | +50,186.6% | +5,576.5% | +44,610.1% | +5,975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling