-13.3%
QCOM vs TTMI
-59.7%
+46.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.9% | -1.4% | +3.4% |
| 7D | +0.4% | -19.8% | +20.2% | +6.5% |
| 30D | -6.6% | -48.1% | +41.5% | +11.8% |
| 3M | +3.7% | -51.2% | +54.9% | +25.9% |
| 6M | -13.3% | -59.6% | +46.3% | +19.5% |
| All | -13.3% | -59.7% | +46.4% | +19.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling