+39.3%
QCOM vs TPR
+412.6%
-373.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +7.1% | -16.6% | -11.2% |
| 7D | -15.5% | +13.9% | -29.3% | -18.4% |
| 30D | -13.4% | +14.9% | -28.3% | -16.7% |
| 3M | 0.0% | -15.4% | +15.4% | +3.7% |
| 6M | -15.2% | -4.5% | -10.7% | -15.9% |
| YTD | -6.9% | +6.0% | -12.9% | -11.1% |
| 1Y | -11.0% | +24.3% | -35.3% | -19.6% |
| All | +39.3% | +412.6% | -373.4% | -21.0% |
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