+242.6%
QCOM vs TMUS
+244.6%
-1.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +4.3% | +4.9% | -0.6% | +2.6% |
| 30D | -0.1% | +7.7% | -7.8% | -3.1% |
| 3M | +5.2% | -6.8% | +12.0% | +6.5% |
| 6M | -18.4% | -9.7% | -8.7% | -17.2% |
| YTD | +2.4% | -15.0% | +17.4% | +5.2% |
| 1Y | +0.9% | -19.1% | +20.0% | +5.8% |
| 3Y | +48.4% | +21.4% | +27.0% | +22.8% |
| 5Y | +16.6% | +51.2% | -34.6% | -14.8% |
| All | +242.6% | +244.6% | -1.9% | +86.6% |
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