+39.3%
QCOM vs TT
+85.3%
-46.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.4% | -5.1% | -7.0% |
| 7D | -15.5% | -9.0% | -6.5% | -10.5% |
| 30D | -13.4% | -17.6% | +4.2% | -3.4% |
| 3M | 0.0% | -18.7% | +18.7% | +12.3% |
| 6M | -15.2% | -17.4% | +2.2% | -5.4% |
| YTD | -6.9% | +1.5% | -8.5% | -7.8% |
| 1Y | -11.0% | -9.4% | -1.6% | -5.8% |
| All | +39.3% | +85.3% | -46.0% | +4.9% |
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