+2.3%
QCOM vs TRV
+54.4%
-52.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.5% | +1.8% | +6.3% |
| 7D | -5.3% | +3.9% | -9.2% | -4.3% |
| 30D | -4.2% | +13.5% | -17.7% | -0.1% |
| 3M | +7.0% | +8.9% | -1.8% | +10.1% |
| 6M | +3.8% | +36.8% | -33.0% | +21.7% |
| YTD | +2.8% | +42.7% | -39.8% | +17.3% |
| 1Y | +2.3% | +49.9% | -47.6% | +19.4% |
| All | +2.3% | +54.4% | -52.1% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling