-25.0%
QCOM vs TRU
+15.2%
-40.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.7% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | +1.2% | +24.3% | -23.0% | +1.7% |
| 3M | +9.1% | +2.3% | +6.8% | +6.4% |
| 6M | -25.0% | +17.7% | -42.7% | -22.4% |
| All | -25.0% | +15.2% | -40.2% | -22.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling