+48.9%
QCOM vs TNA
+147.0%
-98.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +2.0% |
| 7D | +5.5% | -0.5% | +6.0% | +5.7% |
| 30D | -1.1% | -0.7% | -0.4% | -0.8% |
| 3M | +7.6% | -21.5% | +29.1% | +17.2% |
| 6M | -20.1% | -11.2% | -8.8% | -16.4% |
| YTD | +3.0% | +27.0% | -23.9% | -5.6% |
| 1Y | +3.2% | +28.0% | -24.8% | -6.2% |
| 3Y | +48.9% | +142.9% | -94.1% | +10.1% |
| All | +48.9% | +147.0% | -98.1% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling