+281.8%
QCOM vs TRI
+190.6%
+91.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.1% |
| 7D | +4.4% | -8.4% | +12.8% | +7.8% |
| 30D | +9.4% | -6.5% | +15.8% | +11.6% |
| 3M | -13.7% | +18.6% | -32.2% | -22.6% |
| 6M | +28.9% | -10.4% | +39.3% | +30.9% |
| YTD | +4.7% | -23.7% | +28.4% | +15.5% |
| 1Y | +13.5% | -42.5% | +56.0% | +48.4% |
| 3Y | +77.1% | -19.3% | +96.4% | +78.4% |
| 5Y | +38.9% | -9.7% | +48.6% | +28.9% |
| 10Y | +281.8% | +194.4% | +87.3% | +112.7% |
| All | +281.8% | +190.6% | +91.2% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling