+245.8%
QCOM vs TNA
+55.3%
+190.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.7% | -0.9% | +0.9% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | +1.2% | +3.1% | -1.9% | +0.3% |
| 3M | +9.1% | -20.2% | +29.3% | +17.2% |
| 6M | -25.0% | -10.0% | -15.0% | -22.3% |
| YTD | +4.8% | +30.3% | -25.5% | -4.6% |
| 1Y | +3.6% | +31.1% | -27.5% | -6.4% |
| 3Y | +51.5% | +149.4% | -97.9% | +2.4% |
| 5Y | +19.7% | -42.5% | +62.2% | +14.5% |
| 10Y | +245.8% | +46.7% | +199.1% | +99.0% |
| All | +245.8% | +55.3% | +190.5% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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