+230.9%
QCOM vs TT
+782.6%
-551.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.7% | -1.0% | +1.0% |
| 7D | +5.8% | +1.7% | +4.0% | +4.9% |
| 30D | -2.3% | -11.8% | +9.5% | +4.9% |
| 3M | +2.7% | -12.6% | +15.3% | +10.6% |
| 6M | -21.0% | -9.4% | -11.7% | -16.2% |
| YTD | +1.8% | +8.8% | -7.0% | -3.6% |
| 1Y | +2.4% | -2.5% | +5.0% | +3.0% |
| 3Y | +52.1% | +95.7% | -43.5% | +2.2% |
| 5Y | +14.6% | +135.7% | -121.1% | -32.7% |
| 10Y | +230.9% | +750.6% | -519.7% | +2.2% |
| All | +230.9% | +782.6% | -551.7% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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