+36.2%
QCOM vs TRU
-35.2%
+71.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +6.0% | +4.3% |
| 7D | +5.1% | -7.2% | +12.3% | +8.0% |
| 30D | +4.3% | -2.8% | +7.1% | +5.1% |
| 3M | -19.6% | +13.0% | -32.6% | -25.0% |
| 6M | +29.5% | +0.7% | +28.8% | +26.0% |
| YTD | +3.4% | -9.0% | +12.4% | +4.3% |
| 1Y | +10.9% | -16.3% | +27.2% | +15.4% |
| 3Y | +74.8% | -1.1% | +75.8% | +60.7% |
| 5Y | +36.2% | -36.0% | +72.2% | +67.6% |
| All | +36.2% | -35.2% | +71.4% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling