+47.0%
QCOM vs TT
+89.7%
-42.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.2% |
| 7D | +0.4% | -2.0% | +2.4% | +1.7% |
| 30D | -6.6% | -14.0% | +7.4% | +1.7% |
| 3M | +3.7% | -15.9% | +19.6% | +14.2% |
| 6M | -13.3% | -17.3% | +4.0% | -3.5% |
| YTD | -1.8% | +4.0% | -5.7% | -4.0% |
| 1Y | -2.5% | -7.1% | +4.6% | +1.7% |
| 3Y | +47.0% | +90.2% | -43.3% | +9.2% |
| All | +47.0% | +89.7% | -42.7% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling