+245.8%
QCOM vs TRI
+221.6%
+24.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.6% |
| 7D | +2.0% | -7.2% | +9.1% | +4.6% |
| 30D | +1.2% | +4.4% | -3.2% | -1.9% |
| 3M | +9.1% | +4.5% | +4.6% | +4.6% |
| 6M | -25.0% | +23.7% | -48.7% | -35.7% |
| YTD | +4.8% | -14.4% | +19.2% | +8.5% |
| 1Y | +3.6% | -17.4% | +21.0% | +9.6% |
| 3Y | +51.5% | -11.0% | +62.5% | +44.8% |
| 5Y | +19.7% | +0.7% | +19.0% | +4.4% |
| 10Y | +245.8% | +224.0% | +21.8% | +72.9% |
| All | +245.8% | +221.6% | +24.2% | +72.9% |
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