+52.1%
QCOM vs TRGP
+247.0%
-194.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.2% | +2.8% |
| 7D | +5.8% | -7.2% | +13.0% | +7.7% |
| 30D | -2.3% | -4.2% | +1.9% | -1.5% |
| 3M | +2.7% | +7.0% | -4.2% | -0.3% |
| 6M | -21.0% | +11.2% | -32.3% | -25.2% |
| YTD | +1.8% | +51.1% | -49.3% | -14.7% |
| 1Y | +2.4% | +62.0% | -59.6% | -16.8% |
| 3Y | +52.1% | +248.2% | -196.1% | +10.7% |
| All | +52.1% | +247.0% | -194.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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