+54.3%
QCOM vs TMUS
+39.0%
+15.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.7% | +5.3% | +2.4% | +7.6% |
| 3M | -30.1% | +3.1% | -33.2% | -30.0% |
| 6M | +22.8% | -16.5% | +39.3% | +24.3% |
| YTD | +0.2% | -9.2% | +9.4% | +0.5% |
| 1Y | +7.9% | -26.5% | +34.3% | +10.8% |
| All | +54.3% | +39.0% | +15.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling