+47.0%
QCOM vs TRU
+65.0%
-18.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.1% | +7.6% | +6.1% |
| 7D | +0.4% | +5.7% | -5.3% | -1.3% |
| 30D | -6.6% | +29.2% | -35.8% | -14.2% |
| 3M | +3.7% | +2.7% | +1.0% | +1.9% |
| 6M | -13.3% | +15.2% | -28.5% | -19.2% |
| YTD | -1.8% | -4.9% | +3.1% | -2.5% |
| 1Y | -2.5% | +3.4% | -5.9% | -6.7% |
| 3Y | +47.0% | +63.2% | -16.2% | +25.3% |
| All | +47.0% | +65.0% | -18.0% | +25.3% |
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