+69.0%
QCOM vs TRI
-11.0%
+80.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.1% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.7% | +7.9% | -0.2% | +6.0% |
| 3M | -30.1% | +24.1% | -54.1% | -33.2% |
| 6M | +22.8% | +3.8% | +19.0% | +22.7% |
| YTD | +0.2% | -16.9% | +17.0% | +9.5% |
| 1Y | +7.9% | -38.4% | +46.2% | +34.2% |
| All | +69.0% | -11.0% | +80.0% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling