+281.8%
QCOM vs TRU
+146.7%
+135.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +4.4% | -6.5% | +10.8% | +7.2% |
| 30D | +9.4% | -2.5% | +11.9% | +10.2% |
| 3M | -13.7% | +10.4% | -24.0% | -18.9% |
| 6M | +28.9% | +1.6% | +27.2% | +24.5% |
| YTD | +4.7% | -9.7% | +14.4% | +5.7% |
| 1Y | +13.5% | -17.3% | +30.7% | +18.3% |
| 3Y | +77.1% | -1.8% | +78.9% | +60.4% |
| 5Y | +38.9% | -36.2% | +75.1% | +53.2% |
| 10Y | +281.8% | +143.2% | +138.6% | +151.8% |
| All | +281.8% | +146.7% | +135.1% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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