+516.1%
QCOM vs TMUS
+359.0%
+157.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.9% |
| 7D | +3.3% | +0.1% | +3.2% | +3.3% |
| 30D | +7.7% | +5.3% | +2.4% | +6.3% |
| 3M | -30.1% | +3.1% | -33.2% | -31.0% |
| 6M | +22.8% | -16.5% | +39.3% | +27.0% |
| YTD | +0.2% | -9.2% | +9.4% | +1.3% |
| 1Y | +7.9% | -26.5% | +34.3% | +14.6% |
| 3Y | +55.8% | +39.0% | +16.8% | +39.0% |
| 5Y | +30.1% | +40.4% | -10.3% | +15.2% |
| 10Y | +248.9% | +303.7% | -54.8% | +142.2% |
| All | +516.1% | +359.0% | +157.1% | +249.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling