+49,194.2%
QCOM vs TRMB
+1,729.1%
+47,465.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +5.3% |
| 7D | +0.4% | -16.7% | +17.1% | +4.5% |
| 30D | -6.6% | -9.9% | +3.3% | -4.8% |
| 3M | +3.7% | -7.6% | +11.3% | +4.9% |
| 6M | -13.3% | -14.7% | +1.4% | -10.9% |
| YTD | -1.8% | -30.9% | +29.2% | +6.4% |
| 1Y | -2.5% | -31.3% | +28.8% | +5.7% |
| 3Y | +47.0% | +29.4% | +17.5% | +35.8% |
| 5Y | +13.1% | -37.4% | +50.5% | +25.2% |
| 10Y | +224.7% | +109.2% | +115.5% | +167.9% |
| All | +49,194.2% | +1,729.1% | +47,465.2% | +21,521.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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