+4.2%
QCOM vs TPG
+78.3%
-74.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | +4.3% | +5.0% | -0.8% | +1.8% |
| 30D | -0.1% | +15.7% | -15.8% | -6.7% |
| 3M | +5.2% | -10.6% | +15.8% | +10.3% |
| 6M | -18.4% | +15.9% | -34.3% | -24.9% |
| YTD | +2.4% | -20.6% | +23.0% | +11.9% |
| 1Y | +0.9% | -11.8% | +12.6% | +4.3% |
| 3Y | +48.4% | +71.6% | -23.2% | +6.0% |
| All | +4.2% | +78.3% | -74.2% | -32.0% |
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