+36.2%
QCOM vs TNA
-21.0%
+57.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.7% |
| 7D | +5.1% | +4.1% | +1.0% | +3.5% |
| 30D | +4.3% | -7.6% | +11.9% | +7.2% |
| 3M | -19.6% | +8.1% | -27.7% | -21.9% |
| 6M | +29.5% | +49.0% | -19.5% | +11.7% |
| YTD | +3.4% | +51.7% | -48.4% | -12.1% |
| 1Y | +10.9% | +59.6% | -48.7% | -8.5% |
| 3Y | +74.8% | +118.9% | -44.1% | +14.8% |
| 5Y | +36.2% | -19.2% | +55.4% | +14.2% |
| All | +36.2% | -21.0% | +57.2% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling