+13.5%
QCOM vs TRV
+36.1%
-22.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.4% |
| 7D | +4.4% | +0.2% | +4.2% | +4.4% |
| 30D | +9.4% | -2.3% | +11.7% | +8.7% |
| 3M | -13.7% | +22.7% | -36.4% | -6.4% |
| 6M | +28.9% | +21.9% | +6.9% | +39.9% |
| YTD | +4.7% | +27.5% | -22.7% | +12.6% |
| 1Y | +13.5% | +36.2% | -22.7% | +22.0% |
| All | +13.5% | +36.1% | -22.6% | +22.0% |
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 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