+7.9%
QCOM vs TPR
+18.2%
-10.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +3.3% | -2.7% | +6.0% | +3.8% |
| 30D | +7.7% | -23.3% | +31.0% | +12.8% |
| 3M | -30.1% | -12.8% | -17.3% | -29.3% |
| 6M | +22.8% | -21.7% | +44.6% | +25.7% |
| YTD | +0.2% | -3.9% | +4.1% | -1.5% |
| 1Y | +7.9% | +16.9% | -9.1% | +1.6% |
| All | +7.9% | +18.2% | -10.3% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling