+2.3%
QCOM vs TTMI
+9.6%
-7.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.1% | +15.4% | +7.6% |
| 7D | -5.3% | -19.2% | +13.8% | -0.9% |
| 30D | -4.2% | -44.9% | +40.7% | +8.1% |
| 3M | +7.0% | -44.7% | +51.8% | +19.9% |
| 6M | +3.8% | -53.4% | +57.2% | +22.7% |
| YTD | +2.8% | +6.3% | -3.5% | +11.7% |
| 1Y | +2.3% | +10.7% | -8.4% | +9.4% |
| All | +2.3% | +9.6% | -7.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling