+30.9%
QCOM vs TT
+140.2%
-109.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | +3.3% | -0.2% | +3.6% | +3.4% |
| 30D | +7.7% | -7.4% | +15.1% | +12.5% |
| 3M | -30.1% | -3.2% | -26.9% | -28.5% |
| 6M | +22.8% | +1.1% | +21.7% | +22.1% |
| YTD | +0.2% | +15.6% | -15.4% | -8.4% |
| 1Y | +7.9% | +9.2% | -1.3% | +1.6% |
| 3Y | +55.8% | +124.4% | -68.6% | -6.7% |
| All | +30.9% | +140.2% | -109.3% | -34.0% |
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