-2.5%
QCOM vs TMUS
-18.2%
+15.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.7% |
| 7D | +0.4% | +3.6% | -3.2% | +1.0% |
| 30D | -6.6% | -3.4% | -3.2% | -6.0% |
| 3M | +3.7% | -9.5% | +13.2% | +3.7% |
| 6M | -13.3% | -15.2% | +1.9% | -13.5% |
| YTD | -1.8% | -18.9% | +17.1% | -4.0% |
| 1Y | -2.5% | -17.7% | +15.2% | -4.6% |
| All | -2.5% | -18.2% | +15.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling