+245.8%
QCOM vs TT
+748.9%
-503.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | +2.0% | +3.5% | -1.5% | +0.2% |
| 30D | +1.2% | -11.0% | +12.3% | +8.1% |
| 3M | +9.1% | -12.0% | +21.1% | +17.1% |
| 6M | -25.0% | -10.4% | -14.6% | -20.0% |
| YTD | +4.8% | +9.9% | -5.1% | -1.3% |
| 1Y | +3.6% | +1.5% | +2.1% | +2.0% |
| 3Y | +51.5% | +93.7% | -42.2% | +2.2% |
| 5Y | +19.7% | +139.2% | -119.5% | -30.4% |
| 10Y | +245.8% | +741.5% | -495.7% | +4.5% |
| All | +245.8% | +748.9% | -503.1% | +4.5% |
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