+6.8%
QCOM vs TPG
+71.4%
-64.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +2.1% |
| 7D | +4.9% | -11.8% | +16.8% | +11.0% |
| 30D | +9.3% | -6.3% | +15.6% | +12.0% |
| 3M | -7.0% | +13.6% | -20.6% | -13.1% |
| 6M | +32.0% | +13.8% | +18.2% | +21.9% |
| YTD | +5.0% | -23.7% | +28.8% | +17.1% |
| 1Y | +13.6% | -18.2% | +31.8% | +21.6% |
| 3Y | +77.6% | +80.1% | -2.6% | +23.6% |
| All | +6.8% | +71.4% | -64.5% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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