+1,624.3%
QCOM vs TRI
+578.7%
+1,045.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | -1.6% | +7.1% | +5.9% |
| 30D | -1.1% | +5.0% | -6.2% | -4.6% |
| 3M | +7.6% | +4.6% | +3.0% | +2.7% |
| 6M | -20.1% | +18.3% | -38.4% | -30.8% |
| YTD | +3.0% | -14.7% | +17.7% | +3.0% |
| 1Y | +3.2% | -16.7% | +19.9% | +4.5% |
| 3Y | +48.9% | -11.3% | +60.2% | +42.4% |
| 5Y | +21.1% | -0.6% | +21.6% | +9.5% |
| 10Y | +242.8% | +220.2% | +22.5% | +73.2% |
| All | +1,624.3% | +578.7% | +1,045.6% | +370.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling