+690.5%
QCOM vs TTMI
+504.4%
+186.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.9% |
| 7D | +3.3% | +5.9% | -2.5% | +1.9% |
| 30D | +7.7% | -4.3% | +12.0% | +8.2% |
| 3M | -30.1% | -32.0% | +2.0% | -24.6% |
| 6M | +22.8% | +19.5% | +3.4% | +15.6% |
| YTD | +0.2% | +82.0% | -81.8% | -15.5% |
| 1Y | +7.9% | +172.6% | -164.8% | -18.1% |
| 3Y | +55.8% | +744.7% | -688.8% | -10.4% |
| 5Y | +30.1% | +805.6% | -775.5% | -27.0% |
| 10Y | +248.9% | +1,057.6% | -808.7% | +80.2% |
| All | +690.5% | +504.4% | +186.1% | +201.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling