+242.8%
QCOM vs TRV
+362.3%
-119.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | +5.5% | +1.4% | +4.2% | +5.0% |
| 30D | -1.1% | +8.7% | -9.8% | -4.2% |
| 3M | +7.6% | +7.1% | +0.5% | +4.6% |
| 6M | -20.1% | +35.5% | -55.6% | -29.9% |
| YTD | +3.0% | +39.7% | -36.7% | -11.1% |
| 1Y | +3.2% | +44.1% | -40.8% | -12.2% |
| 3Y | +48.9% | +148.1% | -99.3% | -3.7% |
| 5Y | +21.1% | +178.6% | -157.5% | -27.3% |
| 10Y | +242.8% | +352.5% | -109.8% | +89.0% |
| All | +242.8% | +362.3% | -119.5% | +89.0% |
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