+74.8%
QCOM vs TRV
+138.2%
-63.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.2% | +3.2% |
| 7D | +5.1% | +0.5% | +4.6% | +5.0% |
| 30D | +4.3% | -4.9% | +9.1% | +4.6% |
| 3M | -19.6% | +23.7% | -43.4% | -21.0% |
| 6M | +29.5% | +20.3% | +9.2% | +27.6% |
| YTD | +3.4% | +27.1% | -23.7% | +0.7% |
| 1Y | +10.9% | +35.3% | -24.4% | +6.7% |
| 3Y | +74.8% | +139.8% | -65.0% | +67.8% |
| All | +74.8% | +138.2% | -63.4% | +67.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling