+69.0%
QCOM vs TRU
+0.4%
+68.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.9% | +6.0% | +1.8% |
| 7D | +3.3% | -6.8% | +10.1% | +5.3% |
| 30D | +7.7% | 0.0% | +7.7% | +7.5% |
| 3M | -30.1% | +13.3% | -43.4% | -33.3% |
| 6M | +22.8% | +3.4% | +19.4% | +19.9% |
| YTD | +0.2% | -6.4% | +6.6% | +0.6% |
| 1Y | +7.9% | -9.7% | +17.5% | +9.0% |
| All | +69.0% | +0.4% | +68.6% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling