+230.9%
QCOM vs TMUS
+260.7%
-29.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.5% | +2.3% |
| 7D | +5.8% | +5.3% | +0.4% | +3.9% |
| 30D | -2.3% | +13.5% | -15.8% | -7.1% |
| 3M | +2.7% | -4.2% | +6.9% | +2.9% |
| 6M | -21.0% | -11.9% | -9.1% | -19.3% |
| YTD | +1.8% | -15.6% | +17.4% | +4.9% |
| 1Y | +2.4% | -16.8% | +19.2% | +6.0% |
| 3Y | +52.1% | +20.8% | +31.3% | +26.0% |
| 5Y | +14.6% | +48.0% | -33.4% | -15.4% |
| 10Y | +230.9% | +234.7% | -3.9% | +77.1% |
| All | +230.9% | +260.7% | -29.8% | +77.1% |
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