+263.7%
QCOM vs TTMI
+1,093.3%
-829.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.1% |
| 7D | +5.1% | +12.2% | -7.1% | +0.8% |
| 30D | +4.3% | -5.7% | +10.0% | +5.6% |
| 3M | -19.6% | -27.5% | +7.9% | -11.9% |
| 6M | +29.5% | +47.1% | -17.7% | +9.8% |
| YTD | +3.4% | +87.5% | -84.1% | -22.4% |
| 1Y | +10.9% | +175.2% | -164.3% | -30.2% |
| 3Y | +74.8% | +901.9% | -827.2% | -38.5% |
| 5Y | +36.2% | +843.5% | -807.3% | -52.3% |
| 10Y | +263.7% | +1,077.0% | -813.2% | +14.7% |
| All | +263.7% | +1,093.3% | -829.5% | +14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling