+7.2%
QCOM vs TPR
+255.9%
-248.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +7.1% | -16.6% | -11.9% |
| 7D | -15.5% | +13.9% | -29.3% | -19.5% |
| 30D | -13.4% | +14.9% | -28.3% | -17.9% |
| 3M | 0.0% | -15.4% | +15.4% | +4.7% |
| 6M | -15.2% | -4.5% | -10.7% | -16.1% |
| YTD | -6.9% | +6.0% | -12.9% | -12.4% |
| 1Y | -11.0% | +24.3% | -35.3% | -21.9% |
| 3Y | +39.8% | +412.8% | -373.1% | -38.3% |
| 5Y | +7.2% | +258.4% | -251.3% | -45.8% |
| All | +7.2% | +255.9% | -248.7% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling