+251.9%
QCOM vs TPR
+365.1%
-113.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.5% |
| 7D | +13.0% | -1.1% | +14.2% | +13.3% |
| 30D | +0.2% | +15.1% | -14.9% | -4.1% |
| 3M | +9.2% | -13.4% | +22.6% | +12.4% |
| 6M | -15.0% | +1.4% | -16.4% | -16.6% |
| YTD | +5.2% | +4.8% | +0.4% | +1.1% |
| 1Y | +2.4% | +29.2% | -26.8% | -7.7% |
| 3Y | +52.0% | +403.7% | -351.7% | -10.4% |
| 5Y | +19.7% | +230.8% | -211.1% | -22.6% |
| All | +251.9% | +365.1% | -113.1% | +100.7% |
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