+251.9%
QCOM vs TMUS
+246.8%
+5.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +13.0% | +6.5% | +6.5% | +10.7% |
| 30D | +0.2% | +11.3% | -11.1% | -4.0% |
| 3M | +9.2% | -2.9% | +12.1% | +8.9% |
| 6M | -15.0% | -10.5% | -4.5% | -13.5% |
| YTD | +5.2% | -14.4% | +19.6% | +7.8% |
| 1Y | +2.4% | -17.9% | +20.2% | +6.7% |
| 3Y | +52.0% | +21.9% | +30.1% | +25.6% |
| 5Y | +19.7% | +52.1% | -32.4% | -12.7% |
| All | +251.9% | +246.8% | +5.1% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 TMUS 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