+472.3%
QCOM vs TMUS
+306.1%
+166.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +0.9% | -10.4% | -9.7% |
| 7D | -15.5% | +9.0% | -24.5% | -17.4% |
| 30D | -13.4% | -3.2% | -10.2% | -13.4% |
| 3M | 0.0% | -6.9% | +6.9% | +0.7% |
| 6M | -15.2% | -16.4% | +1.2% | -13.0% |
| YTD | -6.9% | -19.6% | +12.7% | -4.1% |
| 1Y | -11.0% | -19.9% | +8.9% | -8.2% |
| 3Y | +39.8% | +14.5% | +25.2% | +29.5% |
| 5Y | +7.2% | +37.7% | -30.5% | -5.6% |
| 10Y | +207.7% | +242.2% | -34.6% | +120.1% |
| All | +472.3% | +306.1% | +166.2% | +230.7% |
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