+47.0%
QCOM vs TPR
+407.4%
-360.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.8% |
| 7D | +0.4% | +14.2% | -13.8% | -3.2% |
| 30D | -6.6% | +17.1% | -23.7% | -10.6% |
| 3M | +3.7% | -17.7% | +21.4% | +8.3% |
| 6M | -13.3% | -10.2% | -3.1% | -12.4% |
| YTD | -1.8% | +4.9% | -6.7% | -6.0% |
| 1Y | -2.5% | +36.1% | -38.6% | -14.6% |
| 3Y | +47.0% | +416.5% | -369.5% | -16.4% |
| All | +47.0% | +407.4% | -360.4% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling