+611.1%
QCOM vs TPR
+7,380.8%
-6,769.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +3.3% | -2.3% | +5.6% | +4.0% |
| 30D | +7.7% | -23.0% | +30.7% | +15.2% |
| 3M | -30.1% | -12.5% | -17.6% | -28.1% |
| 6M | +22.8% | -21.4% | +44.3% | +29.8% |
| YTD | +0.2% | -3.5% | +3.7% | -0.8% |
| 1Y | +7.9% | +17.4% | -9.5% | +0.4% |
| 3Y | +55.8% | +291.3% | -235.4% | -0.9% |
| 5Y | +30.1% | +241.9% | -211.8% | -15.7% |
| 10Y | +248.9% | +322.7% | -73.8% | +86.6% |
| All | +611.1% | +7,380.8% | -6,769.7% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling