+245.8%
QCOM vs TPR
+378.8%
-133.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.4% | +2.2% |
| 7D | +2.0% | +6.4% | -4.5% | -0.1% |
| 30D | +1.2% | +13.8% | -12.5% | -2.7% |
| 3M | +9.1% | -16.6% | +25.8% | +13.5% |
| 6M | -25.0% | +0.7% | -25.6% | -26.2% |
| YTD | +4.8% | +5.3% | -0.5% | +0.6% |
| 1Y | +3.6% | +32.4% | -28.8% | -7.2% |
| 3Y | +51.5% | +406.4% | -354.9% | -10.8% |
| 5Y | +19.7% | +227.9% | -208.2% | -22.4% |
| 10Y | +245.8% | +371.7% | -125.9% | +96.4% |
| All | +245.8% | +378.8% | -133.0% | +96.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling