+21.1%
QCOM vs TT
+137.3%
-116.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +5.5% | +0.8% | +4.7% | +5.2% |
| 30D | -1.1% | -11.8% | +10.7% | +6.3% |
| 3M | +7.6% | -11.6% | +19.2% | +15.3% |
| 6M | -20.1% | -9.3% | -10.8% | -15.1% |
| YTD | +3.0% | +8.9% | -5.9% | -2.6% |
| 1Y | +3.2% | -2.2% | +5.5% | +3.9% |
| 3Y | +48.9% | +91.9% | -43.0% | -1.4% |
| 5Y | +21.1% | +136.0% | -114.9% | -35.8% |
| All | +21.1% | +137.3% | -116.2% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling