+14.6%
QCOM vs TRGP
+426.9%
-412.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.2% | +2.5% |
| 7D | +5.8% | -7.2% | +13.0% | +8.4% |
| 30D | -2.3% | -4.2% | +1.9% | -1.3% |
| 3M | +2.7% | +7.0% | -4.2% | -0.9% |
| 6M | -21.0% | +11.2% | -32.3% | -25.7% |
| YTD | +1.8% | +51.1% | -49.3% | -16.0% |
| 1Y | +2.4% | +62.0% | -59.6% | -18.2% |
| 3Y | +52.1% | +248.2% | -196.1% | -13.2% |
| 5Y | +14.6% | +432.4% | -417.7% | -48.3% |
| All | +14.6% | +426.9% | -412.2% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling