+272.2%
QCOM vs TRV
+297.3%
-25.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +4.9% | -1.8% | +6.7% | +5.6% |
| 30D | +9.3% | -2.1% | +11.5% | +10.1% |
| 3M | -7.0% | +21.2% | -28.1% | -14.3% |
| 6M | +32.0% | +22.0% | +10.0% | +20.7% |
| YTD | +5.0% | +27.7% | -22.7% | -6.0% |
| 1Y | +13.6% | +36.6% | -23.0% | -1.4% |
| 3Y | +77.6% | +141.1% | -63.5% | +16.1% |
| 5Y | +38.2% | +157.6% | -119.4% | -13.9% |
| All | +272.2% | +297.3% | -25.1% | +96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling