+816.0%
QCOM vs TNA
+790.3%
+25.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.7% |
| 7D | +13.0% | +7.7% | +5.3% | +10.5% |
| 30D | +0.2% | -0.7% | +0.9% | +0.4% |
| 3M | +9.2% | -25.4% | +34.6% | +18.5% |
| 6M | -15.0% | -11.8% | -3.2% | -11.9% |
| YTD | +5.2% | +23.9% | -18.8% | -1.8% |
| 1Y | +2.4% | +25.6% | -23.2% | -5.2% |
| 3Y | +52.0% | +137.1% | -85.1% | +10.0% |
| 5Y | +19.7% | -45.4% | +65.1% | +18.6% |
| 10Y | +246.9% | +39.5% | +207.4% | +116.0% |
| All | +816.0% | +790.3% | +25.6% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling